Pierre Del Moral, Peng Hu, Nadia Oudjane, Bruno Rémillard. On the Robustness of the Snell Envelope. SIAM J. Financial Math., 2(1):587-626, 2011. [doi]
@article{MoralHOR11,
title = {On the Robustness of the Snell Envelope},
author = {Pierre Del Moral and Peng Hu and Nadia Oudjane and Bruno Rémillard},
year = {2011},
doi = {10.1137/100798016},
url = {http://dx.doi.org/10.1137/100798016},
researchr = {https://researchr.org/publication/MoralHOR11},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {2},
number = {1},
pages = {587-626},
}