Least-squares Monte-Carlo methods for optimal stopping investment under CEV models (Q5139226)
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scientific article; zbMATH DE number 7282772
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least-squares Monte-Carlo methods for optimal stopping investment under CEV models |
scientific article; zbMATH DE number 7282772 |
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Least-squares Monte-Carlo methods for optimal stopping investment under CEV models (English)
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7 December 2020
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optimal investment
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optimal stopping
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CEV model
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dual control approach
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Monte Carlo UT methods
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