Monte Carlo methods via a dual approach for some discrete time stochastic control problems
Crossref DOI link: https://doi.org/10.1007/s00186-014-0488-3
Published Online: 2014-12-27
Published Print: 2015-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gyurkó, Lajos Gergely
Hambly, Ben M.
Witte, Jan Hendrik
Text and Data Mining valid from 2014-12-27