scientific article; zbMATH DE number 7814799

DOI10.22124/jmm.2022.21756.1909MaRDI QIDQ6151380

Boubker Daafi, Mehdi Zahid, Mohamed Maidoumi

Publication date: 11 March 2024

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

dynamic programmingMonte Carlo simulationAmerican optionLevy jump-diffusion modelLongstaff and Schwartz algorithmMicrosoft ``MSFT put optionrandom forest RI regression

Mathematics Subject Classification ID

Diophantine approximation in probabilistic number theory (11K60)

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