Pages that link to "Item:Q5464338"
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The following pages link to A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338):
Displaying 29 items.
- Regression methods in pricing American and Bermudan options using consumption processes (Q3395739) (← links)
- Application of kernel-based stochastic gradient algorithms to option pricing (Q3516785) (← links)
- Pricing Asset Scheduling Flexibility using Optimal Switching (Q3617303) (← links)
- A Lattice‐Based Method for Pricing Electricity Derivatives Under the Threshold Model (Q3617309) (← links)
- FINANCIAL HEDGING OF OPERATIONAL FLEXIBILITY (Q3621562) (← links)
- Optimal quadratic quantization for numerics: the Gaussian case (Q4432548) (← links)
- Approximation of the Snell Envelope and American Options Prices in dimension one (Q4534857) (← links)
- American-style options in jump-diffusion models: estimation and evaluation (Q4554221) (← links)
- Pricing via recursive quantization in stochastic volatility models (Q4555112) (← links)
- Recursive Marginal Quantization of the Euler Scheme of a Diffusion Process (Q4682490) (← links)
- QUASIRANDOM TREE METHOD FOR PRICING AMERICAN STYLE DERIVATIVES(Special Issue on Theory, Methodology and Applications in Financial Engneering) (Q4803742) (← links)
- Pricing high-dimensional Bermudan options using the stochastic grid method (Q4903543) (← links)
- CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES (Q4906512) (← links)
- Quantization goes polynomial (Q4991080) (← links)
- Dynamic programming for optimal stopping via pseudo-regression (Q5014168) (← links)
- Stationary Heston model: calibration and pricing of exotics using product recursive quantization (Q5079352) (← links)
- Randomized Optimal Stopping Algorithms and Their Convergence Analysis (Q5162847) (← links)
- A Machine Learning Approach to Adaptive Robust Utility Maximization and Hedging (Q5162848) (← links)
- Optimal Stopping of McKean--Vlasov Diffusions via Regression on Particle Systems (Q5217945) (← links)
- Implied stopping rules for American basket options from Markovian projection (Q5234298) (← links)
- Deep optimal stopping (Q5381128) (← links)
- A robust tree method for pricing American options with the Cox–Ingersoll–Ross interest rate model (Q5382670) (← links)
- Pricing of barrier options by marginal functional quantization (Q5388198) (← links)
- An interpolated stochastic algorithm for quasi-linear PDEs (Q5429493) (← links)
- Comparative survey on nonlinear filtering methods: the quantization and the particle filtering approaches (Q5457927) (← links)
- MONTE CARLO EVALUATION OF AMERICAN OPTIONS USING CONSUMPTION PROCESSES (Q5483499) (← links)
- Pricing Bermudan Options Using Regression Trees/Random Forests (Q6070674) (← links)
- Irreversible investment under predictable growth: why land stays vacant when housing demand is booming (Q6139990) (← links)
- Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems (Q6143826) (← links)
