Erhan Bayraktar, Yan Dolinsky, Jia Guo. Recombining Tree Approximations for Optimal Stopping for Diffusions. SIAM J. Financial Math., 9(2):602-633, 2018. [doi]
@article{BayraktarDG18,
title = {Recombining Tree Approximations for Optimal Stopping for Diffusions},
author = {Erhan Bayraktar and Yan Dolinsky and Jia Guo},
year = {2018},
doi = {10.1137/17M1118865},
url = {https://doi.org/10.1137/17M1118865},
researchr = {https://researchr.org/publication/BayraktarDG18},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {9},
number = {2},
pages = {602-633},
}