An iterative procedure for solving integral equations related to optimal stopping problems
Belomestny, Denis; and Gapeev, Pavel 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).
pp. 365-380.
ISSN 1744-2508
| Item Type | Article |
|---|---|
| Copyright holders | © 2010 Taylor & Francis |
| Departments | Mathematics |
| DOI | 10.1080/17442500903371002 |
| Date Deposited | 01 Dec 2010 12:15 |
| URI | https://researchonline.lse.ac.uk/id/eprint/29588 |
Explore Further
ORCID: https://orcid.org/0000-0002-1346-2074