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"Approximation by quantization of the filter process and applications to ..."
Huyên Pham, Wolfgang J. Runggaldier, Afef Sellami (2005)
- 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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