Items where Author is "Belomestny, Denis"

Article

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

Monograph

Belomestny, Denis and Gapeev, Pavel V. (2006) An iteration procedure for solving integral equations related to optimal stopping problems. SFB 649 discussion paper. Humboldt-Universität zu Berlin, Berlin, Germany. ISBN 1860-5664