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]
@article{BayerBHPS21,
title = {Randomized Optimal Stopping Algorithms and Their Convergence Analysis},
author = {Christian Bayer 0001 and Denis Belomestny and Paul Hager and Paolo Pigato and John Schoenmakers},
year = {2021},
doi = {10.1137/20M1373876},
url = {https://doi.org/10.1137/20M1373876},
researchr = {https://researchr.org/publication/BayerBHPS21},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {12},
number = {3},
pages = {1201-1225},
}