Practical policy iteration: Generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
Year of publication: |
2013
|
---|---|
Authors: | Beveridge, Christopher ; Joshi, Mark ; Tang, Robert |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 37.2013, 7, p. 1342-1361
|
Saved in:
Saved in favorites
Similar items by person
-
Beveridge, Christopher, (2013)
-
Beveridge, Christopher, (2013)
-
Beveridge, Christopher, (2013)
- More ...