Pages that link to "Item:Q868582"
From MaRDI portal
The following pages link to Stochastic optimization algorithms for pricing American put options under regime-switching models (Q868582):
Displaying 4 items.
- Stopping rules for optimization algorithms based on stochastic approximation (Q289128) (← links)
- A viscosity solution method for optimal stopping problems with regime switching (Q829599) (← links)
- A stochastic approximation algorithm for option pricing model calibration with a switchable market (Q3066992) (← links)
- From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes (Q6157892) (← links)
