Pages that link to "Item:Q6053122"
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The following pages link to From optimal martingales to randomized dual optimal stopping (Q6053122):
Displaying 6 items.
- Solving optimal stopping problems via empirical dual optimization (Q373842) (← links)
- A unified approach to multiple stopping and duality (Q453044) (← links)
- Duality and martingales: a stochastic programming perspective on contingent claims (Q1849531) (← links)
- Optimal stopping via pathwise dual empirical maximisation (Q2422357) (← links)
- Optimal dual martingales, their analysis, and application to new algorithms for Bermudan products (Q2873120) (← links)
- A Construction Scheme of the Minimal Dominating Supermartingale arising in the Discrete Parameter Optimal Stopping Problems (Q3780203) (← links)