Monte Carlo algorithms for optimal stopping and statistical learning (Q558680)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo algorithms for optimal stopping and statistical learning |
scientific article |
Statements
Monte Carlo algorithms for optimal stopping and statistical learning (English)
0 references
13 July 2005
0 references
optimal stopping
0 references
American options
0 references
statistical learning
0 references
empirical processes
0 references
uniform law of large numbers
0 references
concentration inequalities
0 references
Vapnik-Chervonenkis classes
0 references
Monte Carlo methods
0 references
0 references
0 references
0 references
