Dynamic programming for optimal stopping via pseudo-regression (Q5014168)
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scientific article; zbMATH DE number 7436775
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic programming for optimal stopping via pseudo-regression |
scientific article; zbMATH DE number 7436775 |
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Dynamic programming for optimal stopping via pseudo-regression (English)
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1 December 2021
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option pricing
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Bermudan options
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basket options
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linear regression
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Monte Carlo simulation
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