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http://dspace.mediu.edu.my:8181/xmlui/handle/1721.1/3454| Title: | Optimal stopping of Markov processes : Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives |
| Authors: | Tsitsiklis, John N. Van Roy, Benjamin. Massachusetts Institute of Technology. Laboratory for Information and Decision Systems. |
| Keywords: | TK7855.M41 E3845 no.2389 |
| Issue Date: | 5-Jun-2013 |
| Publisher: | Massachusetts Institute of Technology, Laboratory for Information and Decision Systems |
| Description: | John N. Tsitsiklis and Benjamin Van Roy. Includes bibliographical references (p. 29-30). Supported by NSF grant. DMI-9625489 Supported by ARO grant. DAAL-03-92-G-0115 |
| URI: | http://koha.mediu.edu.my:8181/xmlui/handle/1721 |
| Other Identifiers: | http://hdl.handle.net/1721.1/3454 |
| Appears in Collections: | MIT Items |
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