Pages that link to "Item:Q3498561"
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The following pages link to Enhanced policy iteration for American options via scenario selection (Q3498561):
Displaying 6 items.
- Multilevel dual approach for pricing American style derivatives (Q377450) (← links)
- A pure martingale dual for multiple stopping (Q1761446) (← links)
- A policy iteration algorithm for the American put option and free boundary control problems (Q1989210) (← links)
- Practical policy iteration: generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation (Q1994265) (← links)
- Multilevel Simulation Based Policy Iteration for Optimal Stopping--Convergence and Complexity (Q2945162) (← links)
- Solving high-dimensional optimal stopping problems using deep learning (Q5014845) (← links)
