A Stochastic Approximation Algorithm for American Lookback Put Options (Q3168708): Difference between revisions

@@ Property / author @@
-Zhen-hua Zhang
@@ Property / author: Zhen-hua Zhang / rank @@
-Normal rank
@@ Property / author @@
-G. George Yin
@@ Property / author: G. George Yin / rank @@
-Normal rank
@@ Property / author @@
-Zhi-An Liang
@@ Property / author: Zhi-An Liang / rank @@
-Normal rank
@@ Property / author @@
+Zhen-hua Zhang
@@ Property / author: Zhen-hua Zhang / rank @@
+Normal rank
@@ Property / author @@
+G. George Yin
@@ Property / author: G. George Yin / rank @@
+Normal rank
@@ Property / author @@
+Zhi-An Liang
@@ Property / author: Zhi-An Liang / rank @@
+Normal rank
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/07362994.2010.503473
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+W2080785574
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@@ Property / cites work @@
+PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS
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+Q5560061
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+AMERICAN OPTIONS WITH REGIME SWITCHING
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+Option pricing: A simplified approach
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+Closed-Form Solutions for Perpetual American Put Options with Regime Switching
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+Computational methods for pricing American put options
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