Belomestny, Denis; Kolodko, Anastasia; Schoenmakers, John - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2009
SFB 649 Discussion Paper 2009-026
Regression methods for
stochastic control
problems and their …
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Regression methods … financial market with a large investor.
Keywords: Optimal stochastic control; Regression methods; Conver-
gence analysis.
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