Nonlinear Monte Carlo methods with polynomial runtime for high-dimensional iterated nested expectations
dc.contributor.author
Beck, Christian
dc.contributor.author
Jentzen, Arnulf
dc.contributor.author
Kruse, Thomas
dc.date.accessioned
2020-11-16T08:17:25Z
dc.date.available
2020-11-16T07:37:26Z
dc.date.available
2020-11-16T08:17:25Z
dc.date.issued
2020-09-29
dc.identifier.uri
http://hdl.handle.net/20.500.11850/451446
dc.language.iso
en
en_US
dc.publisher
Cornell University
en_US
dc.title
Nonlinear Monte Carlo methods with polynomial runtime for high-dimensional iterated nested expectations
en_US
dc.type
Working Paper
ethz.journal.title
arXiv
ethz.pages.start
2009.13989
en_US
ethz.size
47 p.
en_US
ethz.identifier.arxiv
2009.13989
ethz.publication.place
Ithaca, NY
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03874 - Hungerbühler, Norbert / Hungerbühler, Norbert
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03874 - Hungerbühler, Norbert / Hungerbühler, Norbert
en_US
ethz.date.deposited
2020-11-16T07:37:36Z
ethz.source
FORM
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2020-11-16T08:17:36Z
ethz.rosetta.lastUpdated
2020-11-16T08:17:36Z
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true
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Working Paper [5712]