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20122019
most citedDeriving the asymptotic distribution of U- and V-statistics of dependent data using weighted empirical processes

41 citations · 63 across the 7 of their papers we have counts for

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q-fin.CP2013★ 4 cited

Fast Convergence of Regress-Later Estimates in Least Squares Monte Carlo

Eric Beutner, Janina Schweizer, Antoon Pelsser

Many problems in financial engineering involve the estimation of unknown conditional expectations across a time interval. Often Least Squares Monte Carlo techniques are used for th…