News
Pricing Partners, the independent valuation expert and a world leader in mathematical models and analytics for derivatives and structured products, announced today that Simplex, a new optimization ...
This is a preview. Log in through your library . Abstract We prove that the classic policy-iteration method [Howard, R. A. 1960. Dynamic Programming and Markov Processes. MIT, Cambridge] and the ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback