How many inner simulations to compute conditional expectations with least-square Monte Carlo?

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Publication:6176176

DOI10.1007/s11009-023-10038-xzbMath1517.65005arXiv2209.04153OpenAlexW4295159859MaRDI QIDQ6176176

Jérôme Lelong, Aurélien Alfonsi, Bernard Lapeyre

Publication date: 25 July 2023

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2209.04153






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