请教参考书关于 Optimal Control, Optimal Stopping - Quant版 - 未名存档

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Quant版 - 请教参考书关于 Optimal Control, Optimal Stopping

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话题: optimal话题: control话题: stopping

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m******a 发帖数: 35	1 金融博士课程里关于Financial Mathematics的 Optimal Control, Optimal Stopping 的内容，哪本比较好呢请大家推荐阿多谢
k*******g 发帖数: 263	2 dynamic programming and optimal control two volumes

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● 一道很好玩的面试题	● 问题：why is it never optimal to early exercise the call when it is equivalent to a put?

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话题: optimal话题: control话题: stopping

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