A comparison of iterated optimal stopping and local policy iteration for American options under regime switching (Q461227)
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scientific article; zbMATH DE number 6353567
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of iterated optimal stopping and local policy iteration for American options under regime switching |
scientific article; zbMATH DE number 6353567 |
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A comparison of iterated optimal stopping and local policy iteration for American options under regime switching (English)
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10 October 2014
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iterated optimal stopping
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local policy iteration
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American options
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regime switching
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