Unbiased optimal stopping via the MUSE (Q6184922): Difference between revisions

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Revision as of 09:43, 30 July 2024

scientific article; zbMATH DE number 7796464
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Unbiased optimal stopping via the MUSE
scientific article; zbMATH DE number 7796464

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    Unbiased optimal stopping via the MUSE (English)
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    29 January 2024
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    multilevel Monte Carlo
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    unbiased estimator
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    optimal stopping
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    parallel computing
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