Enhanced policy iteration for American options via scenario selection (Q3498561): Difference between revisions
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Latest revision as of 09:05, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Enhanced policy iteration for American options via scenario selection |
scientific article |
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Enhanced policy iteration for American options via scenario selection (English)
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15 May 2008
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American-style derivative securities
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Monte Carlo methods
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optimal policies
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pricing of derivatives securities
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