Nonlinear Monte Carlo methods with polynomial runtime for high-dimensional iterated nested expectations

Thumbnail
Metadata only
Author
Beck, Christiancc
Jentzen, Arnulf
Kruse, Thomas
Date
2020-09-29
Type
    Working Paper
Publication status
published
External links
Journal / series
arXiv
Pages / Article No.
2009.13989
Publisher
Cornell University
Organisational unit
03874 - Hungerbühler, Norbert / Hungerbühler, Norbert  
More
Show all metadata
ETH Bibliography
yes
Altmetrics