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"Regression-Based Complexity Reduction of the Nested Monte Carlo Methods."

Denis Belomestny, Stefan Häfner, Mikhail Urusov (2018)

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DOI: 10.1137/17M114577X

access: closed

type: Journal Article

metadata version: 2019-10-19

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  - journals/siamfm/BelomestnyHU18
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Denis Belomestny, Stefan Häfner, Mikhail Urusov:
Regression-Based Complexity Reduction of the Nested Monte Carlo Methods. SIAM J. Financial Math. 9(2): 665-689 (2018)

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