Josh Babbin

Publication Activity (10 Years)

Years Active: 2014-2014
Publications (10 Years): 0

Top Topics

Markov Decision Process

Brownian Motion

Optimal Stopping

Top Venues

J. Sci. Comput.

Publications

Josh Babbin, Peter A. Forsyth, George Labahn
A Comparison of Iterated Optimal Stopping and Local Policy Iteration for American Options Under Regime Switching. J. Sci. Comput. 58 (2) (2014)