Pages that link to "Item:Q5388677"
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The following pages link to On the Robustness of the Snell Envelope (Q5388677):
Displaying 6 items.
- Functional convergence of Snell envelopes: Applications to American options approximations (Q1387771) (← links)
- A quantization algorithm for solving multidimensional discrete-time optimal stopping problems (Q1431527) (← links)
- Snell envelope with small probability criteria (Q1935508) (← links)
- McKean Feynman-Kac probabilistic representations of non-linear partial differential equations (Q2107414) (← links)
- Sequential Design for Optimal Stopping Problems (Q2941479) (← links)
- Approximation of the Snell Envelope and American Options Prices in dimension one (Q4534857) (← links)