Regression-Based Complexity Reduction of the Nested Monte Carlo Methods (Q4579837)
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scientific article; zbMATH DE number 6915873
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regression-Based Complexity Reduction of the Nested Monte Carlo Methods |
scientific article; zbMATH DE number 6915873 |
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Regression-Based Complexity Reduction of the Nested Monte Carlo Methods (English)
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10 August 2018
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Bermudan options
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Monte Carlo methods
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nested simulations
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control variates
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regression methods
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