Enhancing Least Squares Monte Carlo with diffusion bridges: an application to energy facilities (Q4683094)
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scientific article; zbMATH DE number 6939298
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Enhancing Least Squares Monte Carlo with diffusion bridges: an application to energy facilities |
scientific article; zbMATH DE number 6939298 |
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Enhancing Least Squares Monte Carlo with diffusion bridges: an application to energy facilities (English)
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19 September 2018
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least squares Monte Carlo
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Markov bridges
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stochastic optimization
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energy derivatives
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computational finance
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