American Options, Multi–armed Bandits, and Optimal Consumption Plans: A Unifying View

By Peter Bank, Hans Föllmer. 2003

62 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/5ac816ee35f1290060f3c25dd438e97c7782acb8