Publication:4549520
From MaRDI portal
zbMath1002.91032MaRDI QIDQ4549520
Publication date: 28 August 2002
91G60: Numerical methods (including Monte Carlo methods)
65C05: Monte Carlo methods
90C39: Dynamic programming
60G40: Stopping times; optimal stopping problems; gambling theory
91G20: Derivative securities (option pricing, hedging, etc.)
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