"Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical ..."

Pieter M. van Staden, Peter A. Forsyth, Yuying Li (2023)

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DOI: 10.1137/22M1530070

access: closed

type: Journal Article

metadata version: 2023-10-24

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Pieter M. van Staden, Peter A. Forsyth, Yuying Li:
Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach. SIAM J. Financial Math. 14(2): 407-451 (2023)

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