``Regression anytime'' with brute-force SVD truncation (Q2240846)
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scientific article; zbMATH DE number 7420514
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ``Regression anytime'' with brute-force SVD truncation |
scientific article; zbMATH DE number 7420514 |
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``Regression anytime'' with brute-force SVD truncation (English)
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4 November 2021
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dynamic programming
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least-squares Monte Carlo
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Monte Carlo simulation
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quantitative finance
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regression later
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statistical learning
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