Unbiased optimal stopping via the MUSE (Q6184922)

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

    Statements

    title
    Unbiased optimal stopping via the MUSE (English)
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    author
    Zhengqing Zhou
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    Guanyang Wang
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    Jose H. Blanchet
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    Peter W. Glynn
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    publication date
    29 January 2024
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    zbMATH Keywords
    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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    cites work
    Q4433869
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    Q5691555
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    Identifiers

    arXiv ID
    2106.02263
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    Mathematics Subject Classification ID
    62C05
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    60G40
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    62L15
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    zbMATH DE Number
    7796464
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    OpenAlex ID
    W3169494828
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