Guaranteed bounds for optimal stopping problems using kernel-based non-asymptotic uniform confidence bands

Mathematics

• Asymptotics 100%
• Optimal Stopping Problem 100%
• Confidence Band 100%
• Confidence Level 100%
• Lower and upper bounds 50%
• Conditionals 50%
• Closed Form 50%
• American Option 50%
• Form Formula 50%
• Dynamic Problem 50%
• Regression Function 50%
• Hilbert Space 50%
• Monte Carlo 50%
• Stochastics 50%
• Generating Distribution 50%
• Biased Estimate 50%
• Sampling Error 50%
• Least Squares Method 50%