Stochastic optimization algorithms for pricing American put options under regime-switching models (Q868582)
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scientific article; zbMATH DE number 5131175
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimization algorithms for pricing American put options under regime-switching models |
scientific article; zbMATH DE number 5131175 |
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Stochastic optimization algorithms for pricing American put options under regime-switching models (English)
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6 March 2007
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Markov-modulated stochastic optimization
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0.92533386
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0.9246985
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0.91195595
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0.9047277
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0.9039637
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0.90199476
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0.8988663
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