An aspect of optimal regression design for LSMC (Q2293277)
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scientific article; zbMATH DE number 7165104
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| English | An aspect of optimal regression design for LSMC |
scientific article; zbMATH DE number 7165104 |
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An aspect of optimal regression design for LSMC (English)
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7 February 2020
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least squares Monte Carlo
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numerical stability
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Sobol sequences
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low-discrepancy sequences
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orthonormal polynomials
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