How many inner simulations to compute conditional expectations with least-square Monte Carlo? (Q6176176): Difference between revisions

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Latest revision as of 19:09, 30 December 2024

scientific article; zbMATH DE number 7716619
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English
How many inner simulations to compute conditional expectations with least-square Monte Carlo?
scientific article; zbMATH DE number 7716619

    Statements

    How many inner simulations to compute conditional expectations with least-square Monte Carlo? (English)
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    25 July 2023
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    least square Monte Carlo
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    conditional expectation estimators
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    variance reduction
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    Identifiers