[EN] This work presents a novel mixed reality laboratory for the development of competences in control engineering. This laboratory simulates various control systems that may interact with different control devices. The ...
Company Rossi, Rafael; Egorova, Vera; Jódar Sánchez, Lucas Antonio; Vázquez, Carlos(Elsevier, 2016-10)
[EN] In this paper finite difference methods for pricing American option with rationality parameter are proposed. The irrational exercise policy arising in American options is characterized in terms of a rationality ...