Stochastic optimization algorithms for pricing American put options under regime-switching models (Q868582): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimization algorithms for pricing American put options under regime-switching models |
scientific article |
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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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