Optimal stopping and a martingale approach to the penalty method
type: Item
instance of: scholarly article
title: Optimal stopping and a martingale approach to the penalty method
zbMATH Open document ID: 0509.60042
author: Hiroaki Morimoto
published in: Tôhoku Mathematical Journal. Second Series
publication date: 1982-01-01T00:00:00Z
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 3804573
zbMATH Keywords: optimal stopping time
zbMATH Keywords: Snell's envelope
zbMATH Keywords: penalty methods
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.2748/tmj/1178229202
OpenAlex ID: W2010518756
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DOI: 10.2748/TMJ/1178229202
description: scientific article; zbMATH DE number 3804573