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Belomestny, Denis and Gapeev, Pavel V. ORCID: 0000-0002-1346-2074
(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
Belomestny, Denis and Gapeev, Pavel V. ORCID: 0000-0002-1346-2074
(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