Pages that link to "Item:Q868582"
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The following pages link to Stochastic optimization algorithms for pricing American put options under regime-switching models (Q868582):
Displayed 5 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)
- Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes (Q5379237) (← links)
- From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes (Q6157892) (← links)