Pages that link to "Item:Q2941479"
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The following pages link to Sequential Design for Optimal Stopping Problems (Q2941479):
Displayed 11 items.
- A Bayesian optimization approach to find Nash equilibria (Q116040) (← links)
- Evaluating Gaussian process metamodels and sequential designs for noisy level set estimation (Q2058770) (← links)
- Discrete-type approximations for non-Markovian optimal stopping problems. II (Q2218844) (← links)
- Optimal market-making strategies under synchronised order arrivals with deep neural networks (Q2246653) (← links)
- A Nonintrusive Stratified Resampler for Regression Monte Carlo: Application to Solving Nonlinear Equations (Q4600830) (← links)
- American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics (Q5001107) (← links)
- Mixing LSMC and PDE Methods to Price Bermudan Options (Q5112723) (← links)
- Deep learning for ranking response surfaces with applications to optimal stopping problems (Q5139253) (← links)
- Deep learning for limit order books (Q5234311) (← links)
- Simulation-based Value-at-Risk for nonlinear portfolios (Q5235455) (← links)
- Sequential Design for Ranking Response Surfaces (Q5269860) (← links)