Using stochastic optimization methods for stock selling decision making and option pricing: numerics and bias and variance dependent convergence rates - researchr publication

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J. Bao, A. Belu, Y. Gershon, Y. J. Liu, G. Yin, Q. Zhang. Using stochastic optimization methods for stock selling decision making and option pricing: numerics and bias and variance dependent convergence rates. Commun. Inf. Syst., 7(2):111-132, 2007. [doi]

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