Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach

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Publication:6159077

DOI10.1137/22m1530070zbMath1516.91055MaRDI QIDQ6159077

Pieter M. Van Staden, Peter A. I. Forsyth, Yuying Li

Publication date: 1 June 2023

Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)




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