A new learning algorithm for optimal stopping (Q839001)
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scientific article; zbMATH DE number 5600735
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new learning algorithm for optimal stopping |
scientific article; zbMATH DE number 5600735 |
Statements
A new learning algorithm for optimal stopping (English)
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1 September 2009
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learning algorithm
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optimal stopping
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linear programming
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primal-dual methods
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split sampling
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option pricing
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0.87417084
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0.8672649
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0.86454606
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0.8632187
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0.8591101
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