On regression-based stopping times (Q708889): Difference between revisions

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+A generalized Kalman filter for fixed point approximation and efficient temporal-difference learning
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+An analysis of a least squares regression method for American option pricing
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+Q4433608
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+Number of paths versus number of basis functions in American option pricing
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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+Q4527015
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+Optimal stopping of Markov processes: Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives
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