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Bias-corrected Least Squares Monte Carlo for utility based optimal stochastic control problems
Shevchenko, P.
(Speaker)
Department of Actuarial Studies and Business Analytics
Activity
:
Talk or presentation
›
Presentation
Period
19 Feb 2020
→
20 Feb 2020
Event title
Workshop on Emerging Themes in Computational Statistics
Event type
Conference
Location
Tokyo, Japan
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