Stochastic mesh method for optimal stopping problems (Q5919085)
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scientific article; zbMATH DE number 7311061
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic mesh method for optimal stopping problems |
scientific article; zbMATH DE number 7311061 |
Statements
Stochastic mesh method for optimal stopping problems (English)
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16 February 2021
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optimal stopping
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stochastic mesh method
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Asian option with geometric average
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0.9111717939376832
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0.8057219982147217
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0.8033933043479919
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0.766983687877655
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0.7652413249015808
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