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	New regression monte carlo methods for high-dimensional real options problems in minerals industry 会议论文 Proceedings - 21st International Congress on Modelling and Simulation, MODSIM 2015, Gold Coast, AUSTRALIA, NOV 29-DEC 04, 2015 作者: Langrené, Nicolas; Tarnopolskaya, Tanya; Chen, Wen; Zhu, Z.; Cooksey, Mark A 收藏 \| 浏览/下载：11/0 \| 提交时间：2022/08/29 Control randomization Memory reduction Monte Carlo Real option Stochastic control
	A numerical algorithm for fully nonlinear HJB equations: An approach by control randomization 期刊论文 Monte Carlo Methods and Applications,2014, 卷号: 20, 期号: 2, 页码: 145-165 作者: Kharroubi, Idris; Langrené, Nicolas; Pham, Huyên 收藏 \| 浏览/下载：13/0 \| 提交时间：2022/08/29 Backward stochastic differential equations control randomization empirical regressions HJB equation Monte Carlo uncertain volatility