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"Recombining Tree Approximations for Optimal Stopping for Diffusions."

Erhan Bayraktar, Yan Dolinsky, Jia Guo (2018)

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DOI: 10.1137/17M1118865

access: closed

type: Journal Article

metadata version: 2018-11-02

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  - journals/siamfm/BayraktarDG18
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  - https://dblp.org/rec/journals/siamfm/BayraktarDG18
Erhan Bayraktar, Yan Dolinsky, Jia Guo:
Recombining Tree Approximations for Optimal Stopping for Diffusions. SIAM J. Financial Math. 9(2): 602-633 (2018)

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