Stochastic optimization algorithms for pricing American put options under regime-switching models (Q868582): Difference between revisions
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Property / cites work: Closed-Form Solutions for Perpetual American Put Options with Regime Switching / rank | |||
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Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank | |||
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Property / cites work: Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach / rank | |||
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Property / cites work: Q4433608 / rank | |||
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Latest revision as of 15:30, 25 June 2024
scientific article
Language | Label | Description | Also known as |
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English | Stochastic optimization algorithms for pricing American put options under regime-switching models |
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Stochastic optimization algorithms for pricing American put options under regime-switching models (English)
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6 March 2007
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Markov-modulated stochastic optimization
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