Recombining Tree Approximations for Optimal Stopping for Diffusions

Erhan Bayraktar, Yan Dolinsky, Jia Guo. Recombining Tree Approximations for Optimal Stopping for Diffusions. SIAM J. Financial Math., 9(2):602-633, 2018. [doi]

Authors

Erhan Bayraktar

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Yan Dolinsky

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Jia Guo

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