Convergence of a Least‐Squares Monte Carlo Algorithm for Bounded Approximating Sets (Q3395724): Difference between revisions

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Latest revision as of 23:51, 1 July 2024

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Convergence of a Least‐Squares Monte Carlo Algorithm for Bounded Approximating Sets
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    Convergence of a Least‐Squares Monte Carlo Algorithm for Bounded Approximating Sets (English)
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    13 September 2009
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    least-squares Monte Carlo
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    Longstaff-Schwartz algorithm
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    American options
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    optimal stopping
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    statistical learning
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