Pages that link to "Item:Q2816573"
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The following pages link to Numerical methods for an optimal multiple stopping problem (Q2816573):
Displaying 7 items.
- Time discretization and quantization methods for optimal multiple switching problem (Q424519) (← links)
- A quantization algorithm for solving multidimensional discrete-time optimal stopping problems (Q1431527) (← links)
- An exactly solvable multiple stochastic optimal stopping problem (Q1712232) (← links)
- On the approximation of optimal stopping problems with application to financial mathematics (Q2706472) (← links)
- Recombining Tree Approximations for Optimal Stopping for Diffusions (Q4579835) (← links)
- A Direct Approach to the Solution of Optimal Multiple-Stopping Problems (Q4593614) (← links)
- Stochastic mesh method for optimal stopping problems (Q5925150) (← links)