Pages that link to "Item:Q850830"
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The following pages link to Computational methods for pricing American put options (Q850830):
Displaying 3 items.
- A viscosity solution method for optimal stopping problems with regime switching (Q829599) (← links)
- A Stochastic Approximation Algorithm for American Lookback Put Options (Q3168708) (← links)
- From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes (Q6157892) (← links)
