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DOI10.1007/978-3-031-12244-6_8MaRDI QIDQ6061109zbMATH OpenOpenAlexFDO

Authors L. C. G. Rogers

Publication date 3 December 2023

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-031-12244-6_8

zbMATH Keywords

optimal stopping

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Numerical methods (including Monte Carlo methods) (91G60)

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• Deep optimal stopping
• scientific article; zbMATH DE number 819734 (Why is no real title available?)
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• Monte Carlo valuation of American options
• Pathwise Stochastic Optimal Control
• Pricing American Options: A Duality Approach
• The theory of dynamic programming

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(1)

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