Pages that link to "Item:Q3083261"
From MaRDI portal
The following pages link to A Finite Time Horizon Optimal Stopping Problem with Regime Switching (Q3083261):
Displayed 6 items.
- A comparison of iterated optimal stopping and local policy iteration for American options under regime switching (Q461227) (← links)
- Computing American option price under regime switching with rationality parameter (Q520865) (← links)
- On the regularity of American options with regime-switching uncertainty (Q681986) (← links)
- A recursive algorithm for selling at the ultimate maximum in regime-switching models (Q1703034) (← links)
- Weakly Chained Matrices, Policy Iteration, and Impulse Control (Q2805130) (← links)
- SELLING AT THE ULTIMATE MAXIMUM IN A REGIME-SWITCHING MODEL (Q2986670) (← links)