Optimal stopping of Markov processes : Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives

Please use this identifier to cite or link to this item: http://dspace.mediu.edu.my:8181/xmlui/handle/1721.1/3454

Full metadata record

DC Field	Value	Language
dc.contributor	Tsitsiklis, John N.	-
dc.contributor	Van Roy, Benjamin.	-
dc.contributor	Massachusetts Institute of Technology. Laboratory for Information and Decision Systems.	-
dc.date	2003-04-29T15:43:01Z	-
dc.date	2003-04-29T15:43:01Z	-
dc.date	1997	-
dc.date.accessioned	2013-06-04T16:17:40Z	-
dc.date.available	2013-06-04T16:17:40Z	-
dc.date.issued	2013-06-05	-
dc.identifier	http://hdl.handle.net/1721.1/3454	-
dc.identifier.uri	http://koha.mediu.edu.my:8181/xmlui/handle/1721	-
dc.description	John N. Tsitsiklis and Benjamin Van Roy.	-
dc.description	Includes bibliographical references (p. 29-30).	-
dc.description	Supported by NSF grant. DMI-9625489 Supported by ARO grant. DAAL-03-92-G-0115	-
dc.format	30 p.	-
dc.format	2316286 bytes	-
dc.format	application/pdf	-
dc.language	eng	-
dc.publisher	Massachusetts Institute of Technology, Laboratory for Information and Decision Systems	-
dc.relation	LIDS-P ; 2389	-
dc.subject	TK7855.M41 E3845 no.2389	-
dc.title	Optimal stopping of Markov processes : Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives	-
Appears in Collections:	MIT Items

Files in This Item:

There are no files associated with this item.

DSpace JSPUI