Semitractability of optimal stopping problems via a weighted stochastic mesh algorithm
| Year of publication: |
2020
|
|---|---|
| Authors: | Belomestny, Denis ; Kaledin, Maxim ; Schoenmakers, John |
| Published in: |
Mathematical Finance. - Wiley, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 30.2020, 4 (27.05.), p. 1591-1616
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/mafi.12271 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012283202