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"Sequential Design for Optimal Stopping Problems."

Robert B. Gramacy, Michael Ludkovski (2015)

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DOI: 10.1137/140980089

access: closed

type: Journal Article

metadata version: 2017-09-16

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  - https://dblp.org/rec/journals/siamfm/GramacyL15
Robert B. Gramacy, Michael Ludkovski:
Sequential Design for Optimal Stopping Problems. SIAM J. Financial Math. 6(1): 748-775 (2015)

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