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Unbiased Optimal Stopping via the MUSE

Unbiased Optimal Stopping via the MUSE

4 June 2021
Zhengqing Zhou
Guanyang Wang
Jose H. Blanchet
Peter Glynn
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Papers citing "Unbiased Optimal Stopping via the MUSE"

2 / 2 papers shown
Title
Optimal randomized multilevel Monte Carlo for repeatedly nested
  expectations
Optimal randomized multilevel Monte Carlo for repeatedly nested expectations
Yasa Syed
Guanyang Wang
6
6
0
10 Jan 2023
Optimal Stopping via Randomized Neural Networks
Optimal Stopping via Randomized Neural Networks
Calypso Herrera
Florian Krack
P. Ruyssen
Josef Teichmann
40
37
0
28 Apr 2021
1