Belomestny, Denis On the rates of convergence of simulation-based optimization algorithms for optimal stopping problems. (English) Zbl 1234.60043 Ann. Appl. Probab. 21, No. 1, 215-239 (2011). Reviewer: Henryk Gzyl (Caracas) MSC: 60G40 91G80 60J05 PDFBibTeX XMLCite \textit{D. Belomestny}, Ann. Appl. Probab. 21, No. 1, 215--239 (2011; Zbl 1234.60043) Full Text: DOI arXiv
Bender, Christian; Zhang, Jianfeng Time discretization and Markovian iteration for coupled FBSDEs. (English) Zbl 1142.65005 Ann. Appl. Probab. 18, No. 1, 143-177 (2008). Reviewer: Henri Schurz (Carbondale) MSC: 65C30 60H10 60H35 34F05 65L20 PDFBibTeX XMLCite \textit{C. Bender} and \textit{J. Zhang}, Ann. Appl. Probab. 18, No. 1, 143--177 (2008; Zbl 1142.65005) Full Text: DOI arXiv