Stochastic mesh method for optimal stopping problems (Q5919085)
From MaRDI portal
scientific article; zbMATH DE number 7311061
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic mesh method for optimal stopping problems |
scientific article; zbMATH DE number 7311061 |
Statements
Stochastic mesh method for optimal stopping problems (English)
0 references
16 February 2021
0 references
optimal stopping
0 references
stochastic mesh method
0 references
Asian option with geometric average
0 references
