Bias-Corrected Least-Squares Monte Carlo for Utility Based Optimal Stochastic Control Problems
2015 ◽
Vol 53
(6)
◽
pp. 3673-3689
◽
2014 ◽
Vol 81
(1)
◽
pp. 109-135
◽
Keyword(s):
1986 ◽
Vol 23
(2)
◽
pp. 199-220
◽
2004 ◽
Vol 18
(21n22)
◽
pp. 1067-1085
◽
2003 ◽
Vol 42
(1)
◽
pp. 53-75
◽