Stochastic optimization algorithms for pricing American put options under regime-switching models (Q868582)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimization algorithms for pricing American put options under regime-switching models |
scientific article |
Statements
Stochastic optimization algorithms for pricing American put options under regime-switching models (English)
0 references
6 March 2007
0 references
Markov-modulated stochastic optimization
0 references
