Belomestny, Denis - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2009
of convergence for
lower estimates
Denis Belomestny*
*Weierstrass Institute Berlin, Germany
This … options using regression: optimal
rates of convergence for lower estimates
Denis Belomestny1, ∗
April 21, 2009
Abstract
The … of convergence for regression algorithms have been already
studied in several papers. Cl´ement, Lamberton and Protter …