Pages that link to "Item:Q3083261"
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The following pages link to A Finite Time Horizon Optimal Stopping Problem with Regime Switching (Q3083261):
Displayed 11 items.
- A comparison of iterated optimal stopping and local policy iteration for American options under regime switching (Q461227) (← links)
- Computing American option price under regime switching with rationality parameter (Q520865) (← links)
- On the regularity of American options with regime-switching uncertainty (Q681986) (← links)
- A viscosity solution method for optimal stopping problems with regime switching (Q829599) (← links)
- A recursive algorithm for selling at the ultimate maximum in regime-switching models (Q1703034) (← links)
- A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
- An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems (Q2095165) (← links)
- Asset liquidation under drift uncertainty and regime-switching volatility (Q2187329) (← links)
- Weakly Chained Matrices, Policy Iteration, and Impulse Control (Q2805130) (← links)
- SELLING AT THE ULTIMATE MAXIMUM IN A REGIME-SWITCHING MODEL (Q2986670) (← links)
- Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point (Q5144184) (← links)