Pathwise Dynamic Programming (Q5219679)
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scientific article; zbMATH DE number 7179864
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pathwise Dynamic Programming |
scientific article; zbMATH DE number 7179864 |
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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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