The Valuation of American Passport Options: A Viscosity Solution Approach.

Yang Wang Baojun Bian Zijiang Yang Jizhou Zhang

Published in: J. Optim. Theory Appl. (2019)

Keyphrases

mathematical model
closed form
reinforcement learning
united states
linear equations
decision making
e learning
similarity measure
multiscale
optimal solution
data structure
decision support system
fault diagnosis