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

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

Includes bibliographical references (p. 29-30).

Bibliographic Details
Other Authors:	Tsitsiklis, John N.
Language:	eng
Published:	Massachusetts Institute of Technology, Laboratory for Information and Decision Systems 2003
Subjects:	TK7855.M41 E3845 no.2389
Online Access:	http://hdl.handle.net/1721.1/3454

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