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Snell envelope
Upper and Lower Snell Envelopes and Robust Partial Hedging
Optimal Stopping, Smooth Pasting and the Dual Problem
Financial Mathematics
The Harrison-Pliska Story (And a Little Bit More)
A Complete Bibliography of Electronic Communications in Probability
Approximation of the Snell Envelope and American Options Prices in Dimension One
Optimal Stopping and Applications
Discrete-Type Approximations for Non-Markovian Optimal Stopping Problems: Part I 3
SPA OSAKA 2010 Schedule Table
Optimal Stopping, Smooth Pasting and the Dual Problem
Functional Convergence of Snell Envelopes: Applications to American Options Approximations
A Complete Bibliography of Publications in ESAIM: Probability and Statistics
Stochastic Volatility Libor Modeling and Efficient Algorithms for Optimal Stopping Problems
A Short Course on American Options
Stochastic Optimal Control in Mathematical Finance
Arxiv:1703.08413V4
American Options, Multi–Armed Bandits, and Optimal Consumption Plans: a Unifying View
The Curse of Dimensionality Or the Blessing of Markovianity: Optimal Stopping As an Example
Top View
Liv5.Tex Week 5: 1.3.2016 Optional Stopping Theorem (Continued). The
Strong Envelope and Strong Supermartingale: Application To
Erick Trevino-Aguilar1
Modeling and Analysis of Wireless Communication Systems Using Automatic Retransmission Request Protocols
Ull3a.Tex Week 3: Am, 10.10.2018 Optional Stopping Theorem