Randomized Optimal Stopping Algorithms and Their Convergence Analysis

Christian Bayer 0001, Denis Belomestny, Paul Hager, Paolo Pigato, John Schoenmakers. Randomized Optimal Stopping Algorithms and Their Convergence Analysis. SIAM J. Financial Math., 12(3):1201-1225, 2021. [doi]

Authors

Christian Bayer 0001

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Denis Belomestny

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Paul Hager

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Paolo Pigato

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John Schoenmakers

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