Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems

From MaRDI portal
Publication:2076899

DOI10.1016/j.ejor.2021.08.016zbMath1490.91246OpenAlexW3194439211MaRDI QIDQ2076899

Dan Zhu, Wei Wei

Publication date: 22 February 2022

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2021.08.016




Related Items (3)



Cites Work


This page was built for publication: Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems