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Comparison of least squares Monte Carlo methods with applications to energy real options.
Selvaprabu Nadarajah
François Margot
Nicola Secomandi
Published in:
Eur. J. Oper. Res. (2017)
Keyphrases
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monte carlo methods
least squares
real option
monte carlo
decision making
parameter estimation
bayesian networks
simulated annealing
decision makers
pricing model
machine learning
optical flow
cross validation
life cycle