Using stochastic optimization methods for stock selling decision making and option pricing: numerics and bias and variance dependent convergence rates
DOI10.4310/CIS.2007.V7.N2.A1zbMATH Open1140.91376OpenAlexW2072455006MaRDI QIDQ936477FDOQ936477
Authors: B. E. Eshmatov 
Publication date: 14 August 2008
Published in: Communications in Information and Systems (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.cis/1184963914
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Stochastic approximation (62L20) Stopping times; optimal stopping problems; gambling theory (60G40) Financial applications of other theories (91G80) Optimal stochastic control (93E20)
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