Monte Carlo algorithms for optimal stopping and statistical learning (Q558680)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Monte Carlo algorithms for optimal stopping and statistical learning |
scientific article; zbMATH DE number 2187034
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Monte Carlo algorithms for optimal stopping and statistical learning |
scientific article; zbMATH DE number 2187034 |
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
0.825385332107544
0 references
0.8216286301612854
0 references
0.8132038712501526
0 references
0.812391996383667
0 references
0.8089656829833984
0 references
