Pages that link to "Item:Q4565306"
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The following pages link to Advanced Simulation-Based Methods for Optimal Stopping and Control (Q4565306):
Displaying 8 items.
- Empirical variance minimization with applications in variance reduction and optimal control (Q2137023) (← links)
- Solving optimal stopping problems under model uncertainty via empirical dual optimisation (Q2153522) (← links)
- Pricing American options by exercise rate optimization (Q4957236) (← links)
- Dynamic programming for optimal stopping via pseudo-regression (Q5014168) (← links)
- Randomized Optimal Stopping Algorithms and Their Convergence Analysis (Q5162847) (← links)
- Optimal Stopping of McKean--Vlasov Diffusions via Regression on Particle Systems (Q5217945) (← links)
- Pricing High-Dimensional Bermudan Options with Hierarchical Tensor Formats (Q6159076) (← links)
- A general approximation method for optimal stopping and random delay (Q6178390) (← links)
