Sciweavers

31 search results - page 7 / 7
» Monte Carlo Methods for American Options
Sort
View
INFORMATICALT
2002
150views more  INFORMATICALT 2002»
13 years 5 months ago
Search for Dynamic Equilibrium in Duel Problems by Global Optimization
Two examples of open-loop differential games are considered in the paper. Starting with simplified dynamic Duel, further it was developed to differential economic Duel modelling pr...
Raimundas Matulevicius