A policy iteration algorithm for the American put option and free boundary control problems (Q1989210)
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scientific article; zbMATH DE number 7193294
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A policy iteration algorithm for the American put option and free boundary control problems |
scientific article; zbMATH DE number 7193294 |
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A policy iteration algorithm for the American put option and free boundary control problems (English)
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24 April 2020
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Black-Scholes equation
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