General Error Estimates for the Longstaff–Schwartz Least-Squares Monte Carlo Algorithm (Q3387908)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General Error Estimates for the Longstaff–Schwartz Least-Squares Monte Carlo Algorithm |
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General Error Estimates for the Longstaff–Schwartz Least-Squares Monte Carlo Algorithm (English)
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8 January 2021
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least-squares regression
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optimal stopping criteria
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statistical learning theory
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Monte Carlo algorithms
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American options
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