On nonasymptotic optimal stopping criteria in Monte Carlo simulations (Q2875009)
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scientific article; zbMATH DE number 6329834
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On nonasymptotic optimal stopping criteria in Monte Carlo simulations |
scientific article; zbMATH DE number 6329834 |
Statements
13 August 2014
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Monte Carlo methods
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optimal stopping
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sequential stopping rules
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nonasymptotic
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numerical examples
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On nonasymptotic optimal stopping criteria in Monte Carlo simulations (English)
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