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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