Pages that link to "Item:Q1025618"

The following pages link to On improving the least squares Monte Carlo option valuation method (Q1025618):

Displaying 20 items.

• Assessing the least squares Monte-Carlo approach to American option valuation (Q704011) (← links)
• Using forward Monte-Carlo simulation for the valuation of American barrier options (Q1639295) (← links)
• An improved least squares Monte Carlo valuation method based on heteroscedasticity (Q1694951) (← links)
• Relationship between least squares Monte Carlo and approximate linear programming (Q1728294) (← links)
• Comparison of least squares Monte Carlo methods with applications to energy real options (Q1752185) (← links)
• Fair dynamic valuation of insurance liabilities via convex hedging (Q2034141) (← links)
• Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems (Q2076899) (← links)
• Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency (Q2273972) (← links)
• Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach (Q2289885) (← links)
• Fast and efficient nested simulation for large variable annuity portfolios: a surrogate modeling approach (Q2306093) (← links)
• Inside the Solvency 2 black box: net asset values and solvency capital requirements with a least-squares Monte-Carlo approach (Q2374093) (← links)
• Refining the least squares Monte Carlo method by imposing structure (Q2879045) (← links)
• (Q2888116) (← links)
• The least squares method for option pricing revisited (Q3177165) (← links)
• A Comparison Between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embedding a Surrender Option (Q4561898) (← links)
• Valuation of R&D Investment Opportunities Using the Least-Squares Monte Carlo Method (Q4561922) (← links)
• Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach (Q5140651) (← links)
• Discrete dividends and the FTSE-100 index options valuation (Q5247233) (← links)
• Coping with longevity via hedging: fair dynamic valuation of variable annuities (Q6573823) (← links)
• Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk (Q6625108) (← links)