Semitractability of optimal stopping problems via a weighted stochastic mesh algorithm (Q5855969)
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scientific article; zbMATH DE number 7326794
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semitractability of optimal stopping problems via a weighted stochastic mesh algorithm |
scientific article; zbMATH DE number 7326794 |
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Semitractability of optimal stopping problems via a weighted stochastic mesh algorithm (English)
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23 March 2021
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American options
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complexity
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Monte Carlo algorithms
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optimal stopping
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