Pages that link to "Item:Q5757062"
From MaRDI portal
The following pages link to Policy iteration for american options: overview (Q5757062):
Displaying 5 items.
- Stabilized explicit Runge-Kutta methods for multi-asset American options (Q316630) (← links)
- Stochastic approximation methods for American type options (Q2807793) (← links)
- Pricing high-dimensional Bermudan options using the stochastic grid method (Q4903543) (← links)
- Solving high-dimensional optimal stopping problems using deep learning (Q5014845) (← links)
- Unbiased optimal stopping via the MUSE (Q6184922) (← links)
