Randomized Optimal Stopping Algorithms and Their Convergence Analysis (Q5162847)
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scientific article; zbMATH DE number 7421262
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Randomized Optimal Stopping Algorithms and Their Convergence Analysis |
scientific article; zbMATH DE number 7421262 |
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Randomized Optimal Stopping Algorithms and Their Convergence Analysis (English)
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5 November 2021
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randomized optimal stopping
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convergence rates
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Bermudan options
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0.9143632
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0.91321504
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0.9092323
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