Regression-based complexity reduction of the nested Monte Carlo methods (Q4579837)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6915873
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Regression-based complexity reduction of the nested Monte Carlo methods |
scientific article; zbMATH DE number 6915873 |
Statements
Regression-Based Complexity Reduction of the Nested Monte Carlo Methods (English)
0 references
10 August 2018
0 references
Bermudan options
0 references
Monte Carlo methods
0 references
nested simulations
0 references
control variates
0 references
regression methods
0 references
0 references
0 references
0.854835033416748
0 references
0.807145357131958
0 references
0.8023359775543213
0 references
