Stochastic optimization algorithms for pricing American put options under regime-switching models (Q868582): Difference between revisions

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+Closed-Form Solutions for Perpetual American Put Options with Regime Switching
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+AMERICAN OPTIONS WITH REGIME SWITCHING
@@ Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank @@
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+Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach
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+Q4433608
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+Q4421713
@@ Property / cites work: Q4421713 / rank @@
+Normal rank