Pages that link to "Item:Q461227"
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The following pages link to A comparison of iterated optimal stopping and local policy iteration for American options under regime switching (Q461227):
Displaying 6 items.
- Computing American option price under regime switching with rationality parameter (Q520865) (← links)
- A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
- A new efficient numerical method for solving American option under regime switching model (Q2006602) (← links)
- An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems (Q2095165) (← links)
- Finite difference methods for the Hamilton-Jacobi-Bellman equations arising in regime switching utility maximization (Q2219642) (← links)
- Weakly Chained Matrices, Policy Iteration, and Impulse Control (Q2805130) (← links)
