Hits 1-1 within 1 documents
Enhanced policy iteration for American options via scenario selection [journal article]
Source: Quantitative Finance, 8 (2008) 2. p.135-146
Hits 1-1 within 1 documents
Author(s): Schoenmakers, John; Bender, Christian; Kolodko, Anastasia
Source: Quantitative Finance, 8 (2008) 2. p.135-146