Pages that link to "Item:Q5191261"

The following pages link to Upper bounds for Bermudan options on Markovian data using nonparametric regression and a reduced number of nested Monte Carlo steps (Q5191261):

Displaying 2 items.

• Pricing of American options in discrete time using least squares estimates with complexity penalties (Q433745) (← links)
• Solving high-dimensional optimal stopping problems using deep learning (Q5014845) (← links)