Convergence of a Least‐Squares Monte Carlo Algorithm for Bounded Approximating Sets (Q3395724): Difference between revisions
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Property / cites work: An analysis of a least squares regression method for American option pricing / rank | |||
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Property / cites work: On the mathematical foundations of learning / rank | |||
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Property / cites work: Monte Carlo algorithms for optimal stopping and statistical learning / rank | |||
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Property / cites work: Sphere packing numbers for subsets of the Boolean \(n\)-cube with bounded Vapnik-Chervonenkis dimension / rank | |||
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Property / cites work: Valuing American Options by Simulation: A Simple Least-Squares Approach / rank | |||
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Property / cites work: Convergence of stochastic processes / rank | |||
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Latest revision as of 23:51, 1 July 2024
scientific article
Language | Label | Description | Also known as |
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English | 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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