"A Comparison of Iterated Optimal Stopping and Local Policy Iteration for ..."

Josh Babbin, Peter A. Forsyth, George Labahn (2014)

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DOI: 10.1007/S10915-013-9739-3

access: closed

type: Journal Article

metadata version: 2017-05-18

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Josh Babbin, Peter A. Forsyth, George Labahn:
A Comparison of Iterated Optimal Stopping and Local Policy Iteration for American Options Under Regime Switching. J. Sci. Comput. 58(2): 409-430 (2014)

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