Pages that link to "Item:Q1873029"
From MaRDI portal
The following pages link to An improved simulation method for pricing high-dimensional American derivatives. (Q1873029):
Displaying 8 items.
- Parallel pricing algorithms for multi-dimensional Bermudan/American options using Monte Carlo methods (Q622185) (← links)
- American option pricing under GARCH diffusion model: an empirical study (Q741895) (← links)
- An irregular grid approach for pricing high-dimensional American options (Q952083) (← links)
- Pricing American-style securities using simulation (Q1391436) (← links)
- Pricing American options by simulation using a stochastic mesh with optimized weights (Q2724691) (← links)
- A Monte Carlo simulation on pricing of high dimensional American options based on variance reduction (Q3175862) (← links)
- QUASIRANDOM TREE METHOD FOR PRICING AMERICAN STYLE DERIVATIVES(Special Issue on Theory, Methodology and Applications in Financial Engneering) (Q4803742) (← links)
- Deep optimal stopping (Q5381128) (← links)