Snell envelope with small probability criteria

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Source ISSN: 0095-4616
Author del Moral, Pierre, Hu, Peng, Oudjane, Nadia
Maintainer CCSD
Last Updated June 3, 2026, 02:35 (UTC)
Created June 3, 2026, 02:35 (UTC)
Identifier hal-00758905
Language en
contributor Institut de Mathématiques de Bordeaux (IMB) ; Université de Bordeaux (UB)-Institut Polytechnique de Bordeaux (Bordeaux INP)-Centre National de la Recherche Scientifique (CNRS)
creator del Moral, Pierre
date 2012-06-03T00:00:00
harvest_object_id c4a236fe-2e3a-49c9-8bed-cadba360f962
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-12-19T00:00:00
set_spec type:ART