Stochastic optimization algorithms for pricing American put options under regime-switching models
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Publication:868582
DOI10.1007/s10957-006-9134-4zbMath1109.91362OpenAlexW2030912703MaRDI QIDQ868582
Publication date: 6 March 2007
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-006-9134-4
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