On NonAsymptotic Optimal Stopping Criteria in Monte Carlo Simulations (Q2875009)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On NonAsymptotic Optimal Stopping Criteria in Monte Carlo Simulations |
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On NonAsymptotic Optimal Stopping Criteria in Monte Carlo Simulations (English)
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13 August 2014
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Monte Carlo methods
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optimal stopping
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sequential stopping rules
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nonasymptotic
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numerical examples
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