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Optimal Stopping Time of a Portfolio Selection Problem with Multi-assets Journal article
Wu,Xian Ping, Vong,Seakweng, Zhou,Wen Xin. Optimal Stopping Time of a Portfolio Selection Problem with Multi-assets[J]. Journal of the Operations Research Society of China, 2021, 9(1), 163-179.
Authors:  Wu,Xian Ping;  Vong,Seakweng;  Zhou,Wen Xin
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:0.9/1.2 | Submit date：2021/03/09
Optimal Stopping  Portfolio  Value Function  Dynamic Programming  Holding Region  
Least-Squares Monte Carlo Methods for Pricing Options Embedded in Mortgages Journal article
Deng DING, Wenfei Wang, Li Wang. Least-Squares Monte Carlo Methods for Pricing Options Embedded in Mortgages[J]. Journal of Applied Finance&Banking, 2016, 6(2), 1-20.
Authors:  Deng DING;  Wenfei Wang;  Li Wang
Favorite |  | Submit date：2019/07/22
Least-squares Monte Carlo Method  Options Embedded In Mortgages  Optimal Stopping  Dynamic Programming