An iterative procedure for solving integral equations related to optimal stopping problems
Belomestny, D. & Gapeev, P. V.
(2010).
An iterative procedure for solving integral equations related to optimal stopping problems.
Stochastics: an International Journal of Probability and Stochastic Processes,
82(4), 365-380.
https://doi.org/10.1080/17442500903371002
| Item Type | Article |
|---|---|
| Copyright holders | © 2010 Taylor & Francis |
| Departments | LSE > Academic Departments > Mathematics |
| DOI | 10.1080/17442500903371002 |
| Date Deposited | 01 Dec 2010 |
| URI | https://researchonline.lse.ac.uk/id/eprint/29588 |
Explore Further
- http://www.lse.ac.uk/Mathematics/people/Pavel-Gapeev.aspx (Author)
- https://www.scopus.com/pages/publications/77956545446 (Scopus publication)
- http://www.tandf.co.uk/journals/titles/17442508.as... (Official URL)
ORCID: https://orcid.org/0000-0002-1346-2074