Pages that link to "Item:Q5397436"
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The following pages link to Primal–dual linear Monte Carlo algorithm for multiple stopping—an application to flexible caps (Q5397436):
Displaying 3 items.
- Fast estimation of true bounds on Bermudan option prices under jump-diffusion processes (Q4619493) (← links)
- DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS (Q5247424) (← links)
- Primal-Dual Regression Approach for Markov Decision Processes with General State and Action Spaces (Q6198082) (← links)
