Pages that link to "Item:Q5234298"
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The following pages link to Implied stopping rules for American basket options from Markovian projection (Q5234298):
Displaying 4 items.
- Low-Dimensional Approximations of High-Dimensional Asset Price Models (Q4990516) (← links)
- Solving high-dimensional optimal stopping problems using deep learning (Q5014845) (← links)
- Solving High-Dimensional Optimal Stopping Problems Using Optimization Based Model Order Reduction (Q5879352) (← links)
- Automated importance sampling via optimal control for stochastic reaction networks: a Markovian projection-based approach (Q6567277) (← links)
