A Comparison of Iterated Optimal Stopping and Local Policy Iteration for American Options Under Regime Switching
| Title: | A Comparison of Iterated Optimal Stopping and Local Policy Iteration for American Options Under Regime Switching |
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| Authors: | Babbin, J.; Forsyth; Labahn, G. |
| Source: | Journal of Scientific Computing. February 2014 58(2):409-430 |
| Database: | Springer Nature Journals |