A policy iteration algorithm for the American put option and free boundary control problems (Q1989210)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A policy iteration algorithm for the American put option and free boundary control problems |
scientific article |
Statements
A policy iteration algorithm for the American put option and free boundary control problems (English)
0 references
24 April 2020
0 references
Black-Scholes equation
0 references
0 references
0 references
