المؤلفون: R. Mark Reesor, T. James Marshall

المصدر: Journal of Risk and Financial Management; Volume 13; Issue 5; Pages: 95

مصطلحات موضوعية: Monte Carlo, multiple exercise options, dynamic programming, stochastic optimal control

وصف الملف: application/pdf

Relation: Mathematics and Finance; https://dx.doi.org/10.3390/jrfm13050095

الاتاحة: https://doi.org/10.3390/jrfm13050095

المؤلفون: T. James Marshall, R. Mark Reesor

المصدر: Journal of Risk and Financial Management
Volume 13
Issue 5
Journal of Risk and Financial Management, Vol 13, Iss 95, p 95 (2020)

مصطلحات موضوعية: Stochastic control, dynamic programming, 021103 operations research, Computer science, lcsh:Risk in industry. Risk management, 0211 other engineering and technologies, Estimator, 02 engineering and technology, Multiple risk factors, 01 natural sciences, Option value, lcsh:HD61, Dynamic programming, multiple exercise options, 010104 statistics & probability, lcsh:Finance, lcsh:HG1-9999, Econometrics, ddc:330, stochastic optimal control, 0101 mathematics, Monte Carlo, Valuation (finance)

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::974b6c695c58d4ad250508fedc2071a1
https://hdl.handle.net/10419/239183

المؤلفون: S. Jain, R. R. Creasey, J. Himmelspach, K. P. White, M. Fu, T. James Marshall, R. Mark Reesor, Matthew Cox

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.informs-sim.org/wsc11papers/335.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.416.6531; http://www.informs-sim.org/wsc11papers/335.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.416.6531
http://www.informs-sim.org/wsc11papers/335.pdf