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scientific article; zbMATH DE number 6311734

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Publication:4980966
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zbMath1299.91171MaRDI QIDQ4980966

Zhe Liu, Xiaomei Huang, Zhe Sun

Publication date: 30 June 2014


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

policy iterationAmerican optionregime switching modellocal policy iteration


Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Derivative securities (option pricing, hedging, etc.) (91G20)





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