"Approximation by quantization of the filter process and applications to ..."

Huyên Pham, Wolfgang J. Runggaldier, Afef Sellami (2005)

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DOI: 10.1515/1569396054027283

access: closed

type: Journal Article

metadata version: 2020-07-03

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Huyên Pham, Wolfgang J. Runggaldier, Afef Sellami:
Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation. Monte Carlo Methods Appl. 11(1): 57-81 (2005)

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