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05013. Dynamic dice game

difficulty 1800·answer type: numeric·✓Not solved

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Book: Green Book
Chapter: 5 · Stochastic Process and Stochastic Calculus
Section: 5.3 · Dynamic Programming
Pages: 142
Difficulty: 1800
Answer type: numeric
Solved by: 0
Attempts: 0

Tags

dynamic-programming backward-induction dice optimal-stopping

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QuantForces · problems from Xinfeng Zhou, A Practical Guide to Quantitative Finance Interviews