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Optimal stopping of Markov processes : Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives

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P-2389-37286235.pdf

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2.21 MB

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Checksum (MD5)

69a0684f5d541624a987fd0391ae3729

Date Issued
1997
Publisher
Massachusetts Institute of Technology, Laboratory for Information and Decision Systems
Series/Report no.
LIDS-P ; 2389
Description
Includes bibliographical references (p. 29-30).
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