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 Contributor : Admin LamaConnect 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