Regression Methods for Stochastic Control Problems
Year of publication: |
2008
|
---|---|
Authors: | Belomestny, Denis ; Kolodko, Anastasia ; Schoenmakers, John |
Publisher: |
[S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Regressionsanalyse | Regression analysis | Monte-Carlo-Simulation | Monte Carlo simulation |
Extent: | 1 Online-Ressource (20 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 24, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1289303 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; C02 - Mathematical Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Stentoft, Lars, (2012)
-
Huang, Yao Tung, (2016)
-
Regression methods for stochastic control problems and their convergence analysis
Belomestny, Denis, (2009)
- More ...
-
Regression methods for stochastic control problems and their convergence analysis
Belomestny, Denis, (2009)
-
PRICING CMS SPREAD OPTIONS IN A LIBOR MARKET MODEL
BELOMESTNY, DENIS, (2010)
-
Pricing CMS spread options in a Libor market model
Belomestny, Denis, (2010)
- More ...