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Optimal stopping under uncertainty in drift and jump intensity
Krätschmer, Volker
;
Ladkau, Marcel
;
Laeven, Roger J. A.
; …
- In:
Mathematics of operations research
43
(
2018
)
4
,
pp. 1177-1209
Persistent link: https://www.econbiz.de/10011956978
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2
Solving optimal stopping problems via randomization and empirical dual optimization
Belomestny, Denis
;
Bender, Christian
;
Schoenmakers, John
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1454-1480
Persistent link: https://www.econbiz.de/10014329294
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