Pages that link to "Item:Q558680"

The following pages link to Monte Carlo algorithms for optimal stopping and statistical learning (Q558680):

Displaying 30 items.

• A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables (Q336622) (← links)
• Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing (Q354190) (← links)
• On data-based optimal stopping under stationarity and ergodicity (Q358137) (← links)
• Pricing of American options in discrete time using least squares estimates with complexity penalties (Q433745) (← links)
• Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates (Q484205) (← links)
• MCMC design-based non-parametric regression for rare event. application to nested risk computations (Q515537) (← links)
• The longstaff-Schwartz algorithm for Lévy models: results on fast and slow convergence (Q535203) (← links)
• Sensitivities for Bermudan options by regression methods (Q604677) (← links)
• On the rates of convergence of simulation-based optimization algorithms for optimal stopping problems (Q627243) (← links)
• Analysis of least squares regression estimates in case of additional errors in the variables (Q710765) (← links)
• Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations (Q882887) (← links)
• A simulation approach to optimal stopping under partial information (Q1045791) (← links)
• A regression-based smoothing spline Monte Carlo algorithm for pricing American options in discrete time (Q2006839) (← links)
• Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations (Q2178364) (← links)
• Discrete-type approximations for non-Markovian optimal stopping problems. II (Q2218844) (← links)
• Expected utility and catastrophic risk in a stochastic economy-climate model (Q2280605) (← links)
• A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options (Q2467599) (← links)
• An Introduction to Particle Methods with Financial Applications (Q2917424) (← links)
• Monte-Carlo Valuation of American Options: Facts and New Algorithms to Improve Existing Methods (Q2917432) (← links)
• Sequential Design for Optimal Stopping Problems (Q2941479) (← links)
• Algorithms for Optimal Control of Stochastic Switching Systems (Q3178726) (← links)
• General Error Estimates for the Longstaff–Schwartz Least-Squares Monte Carlo Algorithm (Q3387908) (← links)
• Convergence of a Least‐Squares Monte Carlo Algorithm for Bounded Approximating Sets (Q3395724) (← links)
• Regression methods in pricing American and Bermudan options using consumption processes (Q3395739) (← links)
• CONVERGENCE OF A LEAST‐SQUARES MONTE CARLO ALGORITHM FOR AMERICAN OPTION PRICING WITH DEPENDENT SAMPLE DATA (Q4635047) (← links)
• On the convergence of the quasi-regression method: polynomial chaos and regularity (Q4684863) (← links)
• ON THE CONSISTENCY OF REGRESSION‐BASED MONTE CARLO METHODS FOR PRICING BERMUDAN OPTIONS IN CASE OF ESTIMATED FINANCIAL MODELS (Q5247425) (← links)
• OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS (Q5459957) (← links)
• Nonexact oracle inequalities, \(r\)-learnability, and fast rates (Q6149162) (← links)
• Unbiased optimal stopping via the MUSE (Q6184922) (← links)