Pages that link to "Item:Q3637422"

The following pages link to Pricing American Options: A Duality Approach (Q3637422):

Displaying 50 items.

• A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options (Q2467599) (← links)
• Addendum to: ``Multilevel dual approach for pricing American style derivatives'' (Q2516774) (← links)
• Monte Carlo methods for pricing financial options (Q2571446) (← links)
• An iterative two-step algorithm for American option pricing (Q2704186) (← links)
• GPU acceleration of the stochastic grid bundling method for early-exercise options (Q2804499) (← links)
• Bayesian analysis of equity-linked savings contracts with American-style options (Q2879032) (← links)
• Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity (Q2917427) (← links)
• Monte-Carlo Valuation of American Options: Facts and New Algorithms to Improve Existing Methods (Q2917432) (← links)
• American Option Sensitivities Estimation via a Generalized Infinitesimal Perturbation Analysis Approach (Q2935304) (← links)
• Multilevel Simulation Based Policy Iteration for Optimal Stopping--Convergence and Complexity (Q2945162) (← links)
• Stochastic switching for partially observable dynamics and optimal asset allocation (Q2978077) (← links)
• The dual approach to portfolio evaluation: a comparison of the static, myopic and generalized buy-and-hold strategies (Q2994856) (← links)
• Fuzzy pricing of American options on stocks with known dividends and its algorithm (Q3018512) (← links)
• An iterative procedure for solving integral equations related to optimal stopping problems (Q3080991) (← links)
• Simple improvement method for upper bound of American option (Q3108374) (← links)
• Pricing American-Style Derivatives with European Call Options (Q3115958) (← links)
• Algorithms for Optimal Control of Stochastic Switching Systems (Q3178726) (← links)
• SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING (Q3393980) (← links)
• Regression methods in pricing American and Bermudan options using consumption processes (Q3395739) (← links)
• The duality of optimal exercise and domineering claims: a Doob–Meyer decomposition approach to the Snell envelope (Q3429332) (← links)
• Optimal stopping via measure transformation: the Beibel–Lerche approach (Q3429345) (← links)
• Enhanced policy iteration for American options via scenario selection (Q3498561) (← links)
• PRICING OF HIGH-DIMENSIONAL AMERICAN OPTIONS BY NEURAL NETWORKS (Q3576955) (← links)
• Improved lower and upper bound algorithms for pricing American options by simulation (Q3605244) (← links)
• TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO (Q3608735) (← links)
• Pricing Asset Scheduling Flexibility using Optimal Switching (Q3617303) (← links)
• An efficient implementation of a least squares Monte Carlo method for valuing American-style options (Q3636738) (← links)
• Dual Pricing of American Options by Wiener Chaos Expansion (Q4579832) (← links)
• Regression-Based Complexity Reduction of the Nested Monte Carlo Methods (Q4579837) (← links)
• Counterparty Credit Exposures for Interest Rate Derivatives using the Stochastic Grid Bundling Method (Q4585673) (← links)
• Discrete Time Approximations of Continuous Time Finite Horizon Stopping Problems (Q4593613) (← links)
• POLYNOMIAL BOUNDS FOR SOLUTIONS TO BOUNDARY VALUE AND OBSTACLE PROBLEMS WITH APPLICATIONS TO FINANCIAL DERIVATIVE PRICING (Q4601190) (← links)
• SMOOTH UPPER BOUNDS FOR THE PRICE FUNCTION OF AMERICAN STYLE OPTIONS (Q4608116) (← links)
• Fast estimation of true bounds on Bermudan option prices under jump-diffusion processes (Q4619493) (← links)
• Bounding Bermudan swaptions in a swap-rate market model (Q4646800) (← links)
• Monte Carlo valuation of American options (Q4795996) (← links)
• Pricing high-dimensional Bermudan options using the stochastic grid method (Q4903543) (← links)
• On Minimax Duality in Optimal Stopping (Q4931852) (← links)
• Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models (Q4991044) (← links)
• Analysing the bias in the primal-dual upper bound method for early exercisable derivatives: bounds, estimation and removal (Q5001149) (← links)
• A Finite Time Analysis of Temporal Difference Learning with Linear Function Approximation (Q5003727) (← links)
• Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions (Q5014169) (← links)
• Solving high-dimensional optimal stopping problems using deep learning (Q5014845) (← links)
• A Monte Carlo approach to American options pricing including counterparty risk (Q5031705) (← links)
• LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS (Q5051184) (← links)
• Variance reduction for risk measures with importance sampling in nested simulation (Q5079359) (← links)
• Pricing renewable identification numbers under uncertainty (Q5079363) (← links)
• A reinforcement learning approach to optimal execution (Q5079392) (← links)
• Order Now, Pickup in 30 Minutes: Managing Queues with Static Delivery Guarantees (Q5106351) (← links)
• Mixing LSMC and PDE Methods to Price Bermudan Options (Q5112723) (← links)