Monte Carlo algorithms for optimal stopping and statistical learning (Q558680)
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scientific article
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| default for all languages | No label defined |
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| English | Monte Carlo algorithms for optimal stopping and statistical learning |
scientific article |
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Monte Carlo algorithms for optimal stopping and statistical learning (English)
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13 July 2005
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optimal stopping
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American options
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statistical learning
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empirical processes
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uniform law of large numbers
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concentration inequalities
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Vapnik-Chervonenkis classes
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Monte Carlo methods
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0.825385332107544
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0.8216286301612854
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0.8132038712501526
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0.812391996383667
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0.8089656829833984
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