검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
ON THE ROOT SOLUTION TO THE SKOROKHOD EMBEDDING PROBLEM GIVEN FULL MARGINALS Richard A, Tan XL, Touzi N SIAM Journal on Control and Optimization, 58(4), 1874, 2020 |
| 2 |
Optimal Stopping via Pathwise Dual Empirical Maximisation Belomestny D, Hildebrand R, Schoenmakers J Applied Mathematics and Optimization, 79(3), 715, 2019 |