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"Policy Iteration for Learning an Exercise Policy for American Options."

Yuxi Li, Dale Schuurmans (2008)

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DOI: 10.1007/978-3-540-89722-4_13

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-23

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  dblp key:
  - conf/ewrl/LiS08
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Yuxi Li, Dale Schuurmans:
Policy Iteration for Learning an Exercise Policy for American Options. EWRL 2008: 165-178

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