Monte Carlo algorithms for optimal stopping and statistical learning (Q558680)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo algorithms for optimal stopping and statistical learning |
scientific article |
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Monte Carlo algorithms for optimal stopping and statistical learning (English)
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13 July 2005
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optimal stopping
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American options
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statistical learning
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empirical processes
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uniform law of large numbers
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concentration inequalities
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Vapnik-Chervonenkis classes
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Monte Carlo methods
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