A Stochastic Approximation Algorithm for American Lookback Put Options (Q3168708): Difference between revisions
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Revision as of 23:32, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stochastic Approximation Algorithm for American Lookback Put Options |
scientific article |
Statements
A Stochastic Approximation Algorithm for American Lookback Put Options (English)
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19 April 2011
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lookback option
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mollifier
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regime-switching diffusion
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stochastic approximation
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weak convergence
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