Pages that link to "Item:Q868582"
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The following pages link to Stochastic optimization algorithms for pricing American put options under regime-switching models (Q868582):
Displaying 11 items.
- Stopping rules for optimization algorithms based on stochastic approximation (Q289128) (← links)
- A viscosity solution method for optimal stopping problems with regime switching (Q829599) (← links)
- Computational methods for pricing American put options (Q850830) (← links)
- A stochastic approximation algorithm for option pricing model calibration with a switchable market (Q3066992) (← links)
- Numerical methods for dynamic Bertrand oligopoly and American options under regime switching (Q4554242) (← links)
- Primal-Dual Active Set Method for American Lookback Put Option Pricing (Q4605731) (← links)
- (Q5297395) (← links)
- Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes (Q5379237) (← links)
- Stochastic Approximation Algorithms for Parameter Estimation in Option Pricing with Regime Switching (Q5430134) (← links)
- From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes (Q6157892) (← links)
- Numerical solutions of optimal stopping problems for a class of hybrid stochastic systems (Q6581284) (← links)
