An iterative method for multiple stopping: convergence and stability (Q5395357)
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scientific article; zbMATH DE number 5070465
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An iterative method for multiple stopping: convergence and stability |
scientific article; zbMATH DE number 5070465 |
Statements
An iterative method for multiple stopping: convergence and stability (English)
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2 November 2006
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optimal stopping
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policy improvement
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multiple callable financial derivative
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multiple stopping
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Snell envelope
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