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Timeline
Chapter title |
Variance Reduction for SDEs
|
---|---|
Chapter number | 3 |
Book title |
Advanced Simulation-Based Methods for Optimal Stopping and Control
|
Published by |
Palgrave Macmillan, London, January 2018
|
DOI | 10.1057/978-1-137-03351-2_3 |
Book ISBNs |
978-1-137-03350-5, 978-1-137-03351-2
|
Authors |
Denis Belomestny, John Schoenmakers |