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  Borkar, Vivek S. Add to Alert Profile  
 
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  A new learning algorithm for optimal stopping
Borkar V., Pinto J., Prabhu T. Discrete Event Dynamic Systems 19(1): 91-113, 2009.  Type: Article

The finite horizon optimal stopping model’s various applications, mainly in American-type option pricing, required research in order to construct a solution for these problems in exact form. Dynkin’s original formul...
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Sep 8 2010  

   
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