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V. Bally and G. Pages (2001). A quantization algorithm for solving multidimensional optimal stopping problems, preprint.

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Discrete Time Approximation and Monte-Carlo Simulation of.. - Bouchard, Touzi (2002)   (Correct)

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V. Bally and G. Pages (2001). A quantization algorithm for solving multidimensional optimal stopping problems, preprint.


On the Malliavin approach to Monte Carlo approximation of.. - Bouchard, Touzi (2002)   (1 citation)  (Correct)

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V. Bally and G. Pages (2001). A quantization algorithm for solving multidimensional optimal stopping problems, preprint.

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