[PDF][PDF] On Poisson Constrained Control of Linear Diffusions
H Saarinen - 2023 - utupub.fi
The classical setting in optimal stopping and optimal control theory assumes that the agent
controlling the system can operate continuously in time. In optimal stopping this setting is …
controlling the system can operate continuously in time. In optimal stopping this setting is …
[HTML][HTML] Convergence Speed of Bermudan, Randomized Bermudan, and Canadian Options
G Leduc - Mathematics, 2025 - mdpi.com
American options have long received considerable attention in the literature, with numerous
publications dedicated to their pricing. Bermudan and randomized Bermudan options are …
publications dedicated to their pricing. Bermudan and randomized Bermudan options are …