On the convergence of the quasi-regression method: polynomial chaos and regularity (Q4684863)

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scientific article; zbMATH DE number 6943570
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On the convergence of the quasi-regression method: polynomial chaos and regularity
scientific article; zbMATH DE number 6943570

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    On the convergence of the quasi-regression method: polynomial chaos and regularity (English)
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    26 September 2018
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    American option
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    Monte Carlo
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    polynomial chaos
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    regularity
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    quasi-regression
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