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Advanced Simulation-Based Methods for Optimal Stopping and Control

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Attention for Chapter 9: Duality for Optimal Stopping
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Chapter title
Duality for Optimal Stopping
Chapter number 9
Book title
Advanced Simulation-Based Methods for Optimal Stopping and Control
Published by
Palgrave Macmillan, London, January 2018
DOI 10.1057/978-1-137-03351-2_9
Book ISBNs
978-1-137-03350-5, 978-1-137-03351-2
Authors

Denis Belomestny, John Schoenmakers