How can the dual martingale help solving the primal optimal stopping problem?

Fuente: arXiv

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Bibliographic Details
Main Authors:	Alfonsi, Aurélien, Kebaier, Ahmed, Lelong, Jérôme
Format:	Preprint
Published:	2026
Subjects:	Computational Finance Probability 62L15, 60G40, 91G20, 65C05
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2602.09950