Optimal Stopping and Early Exercise: An Eigenfunction Expansion Approach
| Year of publication: |
2013
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|---|---|
| Authors: | Li, Lingfei ; Linetsky, Vadim |
| Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 61.2013, 3, p. 625-643
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