Primal–dual linear Monte Carlo algorithm for multiple stopping—an application to flexible caps

From MaRDI portal
Publication:5397436

DOI10.1080/14697688.2013.775476zbMath1281.91178OpenAlexW2140113915MaRDI QIDQ5397436

Sven Balder, Antje Mahayni, John G. M. Schoenmakers

Publication date: 20 February 2014

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2013.775476




Related Items (3)




Cites Work




This page was built for publication: Primal–dual linear Monte Carlo algorithm for multiple stopping—an application to flexible caps