Computational methods for pricing American put options (Q850830)
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scientific article; zbMATH DE number 5070994
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| default for all languages | No label defined |
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| English | Computational methods for pricing American put options |
scientific article; zbMATH DE number 5070994 |
Statements
Computational methods for pricing American put options (English)
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6 November 2006
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American put options
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regime switching
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boundary-value problems
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stochastic approximations
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stochastic optimization
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0.8646834492683411
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0.8206906914710999
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0.7869206070899963
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