Snell envelope with small probability criteria - Inria - Institut national de recherche en sciences et technologies du numérique
Journal Articles Applied Mathematics and Optimization Year : 2012

Snell envelope with small probability criteria

Domains

Statistics [math.ST] Statistics Theory [stat.TH]

Pierre Del Moral  : Connect in order to contact the contributor

https://inria.hal.science/hal-00758905

Submitted on : Thursday, November 29, 2012-3:26:36 PM

Last modification on : Thursday, November 28, 2024-10:49:46 AM

No file

Dates and versions

hal-00758905 , version 1 (29-11-2012)

Identifiers

  • HAL Id : hal-00758905 , version 1

Cite

Pierre del Moral, Peng Hu, Nadia Oudjane. Snell envelope with small probability criteria. Applied Mathematics and Optimization, 2012, 66 (3), pp.309-330. ⟨hal-00758905⟩

Export

BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite

Collections

UNIV-PARIS13 UNIV-PARIS8 CNRS INRIA LAGA IMB INSMI OCA INRIA2 EDF GALILE UNIV-PARIS-LUMIERES SORBONNE-PARIS-NORD ACT-R
144 View
0 Download

Share

More