Pages that link to "Item:Q5488992"
From MaRDI portal
The following pages link to A Forward Algorithm for Solving Optimal Stopping Problems (Q5488992):
Displayed 4 items.
- On optimal stopping of multidimensional diffusions (Q2000159) (← links)
- On the forward algorithm for stopping problems on continuous-time Markov chains (Q5014307) (← links)
- A METHOD FOR PRICING AMERICAN OPTIONS USING SEMI‐INFINITE LINEAR PROGRAMMING (Q5411398) (← links)
- A general approximation method for optimal stopping and random delay (Q6178390) (← links)