Pathwise optimization for optimal stopping problems
Vijay V. Desai; Vivek F. Farias; Ciamac C. Moallemi
| Year of publication: |
2012
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|---|---|
| Authors: | Desai, Vijay V. ; Farias, Vivek F. ; Moallemi, Ciamac C. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 58.2012, 12, p. 2292-2308
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| Subject: | Dynamische Optimierung | Dynamic programming | Suchtheorie | Search theory | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009701851