Optimal stopping and embedding
Lamberton, Damien ; Rogers, LCG
HAL, hal-00693753 / Harvested from HAL
Text on HAL
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.
Publié le : 2000-07-05
Classification:  [MATH.MATH-MP]Mathematics [math]/Mathematical Physics [math-ph] 
@article{hal-00693753,
     author = {Lamberton, Damien and Rogers, LCG},
     title = {Optimal stopping and embedding},
     journal = {HAL},
     volume = {2000},
     number = {0},
     year = {2000},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00693753}
}

Lamberton, Damien; Rogers, LCG. Optimal stopping and embedding. HAL, Tome 2000 (2000) no. 0, . http://gdmltest.u-ga.fr/item/hal-00693753/