Convergence of a Least‐Squares Monte Carlo Algorithm for Bounded Approximating Sets (Q3395724)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of a Least‐Squares Monte Carlo Algorithm for Bounded Approximating Sets |
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Convergence of a Least‐Squares Monte Carlo Algorithm for Bounded Approximating Sets (English)
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13 September 2009
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least-squares Monte Carlo
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Longstaff-Schwartz algorithm
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American options
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optimal stopping
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statistical learning
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