The process of using past cost information to predict future costs is called cost estimation. While many methods are used for cost estimation, the least-squares regression method of cost estimation is ...

The paper gives a self-contained account of linear least squares regression when the errors have an arbitrary error covariance matrix. The finite sample size case is ...

We design a numerical scheme for solving a Dynamic Programming equation with Malliavin weights arising from the time-discretization of backward stochastic differential equations with the integration ...