@article{errorpropagationindynamicprogrammingfrom, title = {Error Propagation in Dynamic Programming: From Stochastic Control to Option Pricing}, author = {Andrea Della Vecchia and Damir Filipović}, year = {2025}, eprint = {2509.20239}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2509.20239}, }