A comparison of iterated optimal stopping and local policy iteration for American options under regime switching (Q461227): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10915-013-9739-3 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1969436586 / rank | |||
Normal rank | |||
Latest revision as of 12:01, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of iterated optimal stopping and local policy iteration for American options under regime switching |
scientific article |
Statements
A comparison of iterated optimal stopping and local policy iteration for American options under regime switching (English)
0 references
10 October 2014
0 references
iterated optimal stopping
0 references
local policy iteration
0 references
American options
0 references
regime switching
0 references
