On nonasymptotic optimal stopping criteria in Monte Carlo simulations (Q2875009)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On nonasymptotic optimal stopping criteria in Monte Carlo simulations |
scientific article; zbMATH DE number 6329834
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On nonasymptotic optimal stopping criteria in Monte Carlo simulations |
scientific article; zbMATH DE number 6329834 |
Statements
13 August 2014
0 references
Monte Carlo methods
0 references
optimal stopping
0 references
sequential stopping rules
0 references
nonasymptotic
0 references
numerical examples
0 references
On nonasymptotic optimal stopping criteria in Monte Carlo simulations (English)
0 references
0.8022910356521606
0 references
0.7890555262565613
0 references
0.7757503390312195
0 references
0.7539836764335632
0 references
