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Search: "[ keyword: Monte Carlo ]" (2)

1. Numerical Analysis and Simulation for the Pricing of Bond on Term-Structure Interest Rate model with Jump

Kisoeb Park, Vol. 25, No. 2, pp. 93-99, Apr. 2024
10.7472/jksii.2024.25.2.93
Keywords: Term-Structure Interest Rate, Bond Price, Monte carlo simulation, algorithm
2. Random Balance between Monte Carlo and Temporal Difference in off-policy Reinforcement Learning for Less Sample-Complexity

Chayoung Kim, Seohee Park, Woosik Lee, Vol. 21, No. 5, pp. 1-7, Oct. 2020
10.7472/jksii.2020.21.5.1
Keywords: Deep Q-Network, Temporal Difference, Monte Carlo, Reinforcement Learning, Variation and Bias Balance

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