"On NonAsymptotic Optimal Stopping Criteria in Monte Carlo Simulations."

Christian Bayer et al. (2014)

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DOI: 10.1137/130911433

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type: Journal Article

metadata version: 2020-07-30

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Christian Bayer, Håkon Hoel, Erik von Schwerin, Raúl Tempone:
On NonAsymptotic Optimal Stopping Criteria in Monte Carlo Simulations. SIAM J. Sci. Comput. 36(2) (2014)

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