Dorival Leão, Alberto Ohashi, Francesco Russo. Discrete-type approximations for non-Markovian optimal stopping problems: Part I. J. Applied Probability, 56(4):981-1005, 2019. [doi]
@article{LeaoOR19,
title = {Discrete-type approximations for non-Markovian optimal stopping problems: Part I},
author = {Dorival Leão and Alberto Ohashi and Francesco Russo},
year = {2019},
doi = {10.1017/jpr.2019.57},
url = {https://doi.org/10.1017/jpr.2019.57},
researchr = {https://researchr.org/publication/LeaoOR19},
cites = {0},
citedby = {0},
journal = {J. Applied Probability},
volume = {56},
number = {4},
pages = {981-1005},
}