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.
https://hal-upec-upem.archives-ouvertes.fr/hal-00693753
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Submitted on : Wednesday, May 2, 2012 - 11:18:41 PM Last modification on : Thursday, March 19, 2020 - 12:26:02 PM