A Stochastic Approximation Algorithm for American Lookback Put Options (Q3168708)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stochastic Approximation Algorithm for American Lookback Put Options |
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A Stochastic Approximation Algorithm for American Lookback Put Options (English)
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19 April 2011
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lookback option
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mollifier
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regime-switching diffusion
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stochastic approximation
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weak convergence
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