Pages that link to "Item:Q2076899"
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The following pages link to Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems (Q2076899):
Displaying 6 items.
- Improved estimators for the GMANOVA problem with application to Monte Carlo simulation (Q805111) (← links)
- Optimal decision policy for real options under general Markovian dynamics (Q2028909) (← links)
- Reinforced optimal control (Q2103076) (← links)
- A bias-corrected least-squares Monte Carlo for solving multi-period utility models (Q2157230) (← links)
- Valuation of general GMWB annuities in a low interest rate environment (Q6072272) (← links)
- Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models (Q6098033) (← links)