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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"

3 / 3 papers shown
Title
When are Unbiased Monte Carlo Estimators More Preferable than Biased
  Ones?
When are Unbiased Monte Carlo Estimators More Preferable than Biased Ones?
Guanyang Wang
Jose Blanchet
Peter Glynn
32
1
0
01 Apr 2024
Optimal randomized multilevel Monte Carlo for repeatedly nested
  expectations
Optimal randomized multilevel Monte Carlo for repeatedly nested expectations
Yasa Syed
Guanyang Wang
14
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
46
37
0
28 Apr 2021
1