Home

Publications

Export 1 results:
Sort by: Author Title Type [ Year (Desc)]
Filters: Keyword is Monte-Carlo simulations  [Clear All Filters]
2005
Huyên Pham, Wolfgang Runggaldier, and Afef Sellami, "Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation", Monte Carlo methods and Applications, vol. 11(1), pp. 57-81, 2005. Abstract  Download: Quantization filter process optimal stopping.pdf (345.93 KB)