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

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+Multilevel Simulation Based Policy Iteration for Optimal Stopping--Convergence and Complexity
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+Multilevel dual approach for pricing American style derivatives
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+Policy iteration for american options: overview
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+Pricing American-style securities using simulation
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+A secretary problem with two decision makers
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+Bootstrap confidence intervals. With comments and a rejoinder by the authors
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+Monte Carlo algorithms for optimal stopping and statistical learning
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+Multilevel Monte Carlo Path Simulation
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+Multilevel Monte Carlo Methods
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+MLMC for Nested Expectations
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+Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI
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+Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation
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+Number of paths versus number of basis functions in American option pricing
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+Exact estimation for Markov chain equilibrium expectations
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+Q4433869
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+Unbiased Hamiltonian Monte Carlo with couplings
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+Multilevel Monte Carlo Estimation of the Expected Value of Sample Information
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+Unbiased Markov Chain Monte Carlo Methods with Couplings
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+Pricing high-dimensional Bermudan options using the stochastic grid method
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+A general method for debiasing a Monte Carlo estimator
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+Unbiased Markov chain Monte Carlo for intractable target distributions
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+Unbiased Estimation with Square Root Convergence for SDE Models
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+The Russian option: Reduced regret
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+Q5691555
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+Unbiased Estimators and Multilevel Monte Carlo
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+Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing
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