Practical policy iteration: Generic methods for obtaining...

Journal of Economic Dynamics and Control 2013 / 7 Vol. 37; Iss. 7

Practical policy iteration: Generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation

Beveridge, Christopher, Joshi, Mark, Tang, Robert
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Volume:
37
Language:
english
Journal:
Journal of Economic Dynamics and Control
DOI:
10.1016/j.jedc.2013.03.004
Date:
July, 2013
File:
PDF, 360 KB
english, 2013
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