Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems (Q2076899)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems |
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Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems (English)
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22 February 2022
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finance
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Bermudan options
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Monte Carlo simulation
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dynamic programming
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high-dimensional option pricing
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