Optimal stopping of Markov processes: Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives (Q4506926): Difference between revisions
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Latest revision as of 21:03, 19 March 2024
scientific article; zbMATH DE number 1518447
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping of Markov processes: Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives |
scientific article; zbMATH DE number 1518447 |
Statements
Optimal stopping of Markov processes: Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives (English)
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17 October 2000
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complex systems
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dynamic programming
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optimal stopping
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stochastic approximation
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