A comparison of iterated optimal stopping and local policy iteration for American options under regime switching (Q461227): Difference between revisions

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Latest revision as of 03:07, 9 July 2024

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A comparison of iterated optimal stopping and local policy iteration for American options under regime switching
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    A comparison of iterated optimal stopping and local policy iteration for American options under regime switching (English)
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    10 October 2014
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    iterated optimal stopping
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    local policy iteration
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    American options
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    regime switching
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