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Laboratory for Information and Decision Systems (LIDS)
LIDS Technical Reports
Optimal stopping of Markov processes : Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives
Optimal stopping of Markov processes : Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives
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Name
P-2389-37286235.pdf
Size
2.21 MB
Format
Adobe PDF
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).
Persistent DSpace Link
http://hdl.handle.net/1721.1/3454
