Pages that link to "Item:Q2422357"
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The following pages link to Optimal stopping via pathwise dual empirical maximisation (Q2422357):
Displaying 8 items.
- Solving optimal stopping problems via empirical dual optimization (Q373842) (← links)
- Erratum to ``A unified approach to multiple stopping and duality'' (Q1758293) (← links)
- Solving optimal stopping problems under model uncertainty via empirical dual optimisation (Q2153522) (← links)
- Additive and multiplicative duals for American option pricing (Q2463707) (← links)
- Dual Pricing of American Options by Wiener Chaos Expansion (Q4579832) (← links)
- A METHOD FOR PRICING AMERICAN OPTIONS USING SEMI‐INFINITE LINEAR PROGRAMMING (Q5411398) (← links)
- From optimal martingales to randomized dual optimal stopping (Q6053122) (← links)
- Optimal stopping with signatures (Q6103968) (← links)