Skip to Main content Skip to Navigation
Journal articles

Optimal stopping and embedding

Abstract : We use embedding techniques to analyse the error of approximation of an optimal stopping problem along Brownian paths when Brownian motion is approximated by a random walk.
Document type :
Journal articles
Complete list of metadata
Contributor : Admin Lama Connect in order to contact the contributor
Submitted on : Wednesday, May 2, 2012 - 11:18:41 PM
Last modification on : Saturday, January 15, 2022 - 4:07:57 AM


  • HAL Id : hal-00693753, version 1


Damien Lamberton, Lcg Rogers. Optimal stopping and embedding. Journal of Applied Probability, Cambridge University press, 2000, 37 (4), pp.1143--1148. ⟨hal-00693753⟩



Record views