Pathwise dynamic programming (Q5219679)
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scientific article; zbMATH DE number 7179864
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pathwise dynamic programming |
scientific article; zbMATH DE number 7179864 |
Statements
Pathwise Dynamic Programming (English)
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12 March 2020
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stochastic dynamic programming
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Monte Carlo
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confidence bounds
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option pricing
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0.8011672496795654
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0.7825868129730225
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0.7426874041557312
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0.7416848540306091
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