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"Policy iteration for american options: overview."

Christian Bender, Anastasia Kolodko, John Schoenmakers (2006)

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DOI: 10.1515/156939606779329053

access: closed

type: Journal Article

metadata version: 2020-07-03

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  - https://dblp.org/rec/journals/mcma/BenderKS06
Christian Bender, Anastasia Kolodko, John Schoenmakers:
Policy iteration for american options: overview. Monte Carlo Methods Appl. 12(5): 347-362 (2006)

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