Pages that link to "Item:Q2228772"
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The following pages link to Valuing American options by simulation: a BSDEs approach (Q2228772):
Displaying 9 items.
- A two-step simulation procedure to analyze the exercise features of American options (Q1762863) (← links)
- Perpetual game options with a multiplied penalty (Q2204529) (← links)
- American options with asymmetric information and reflected BSDE (Q2405223) (← links)
- A new approach for pricing discounted American options (Q2656825) (← links)
- American Option Pricing Using Simulation and Regression: Numerical Convergence Results (Q2920953) (← links)
- Backward simulation methods for pricing American options under the CIR process (Q4555172) (← links)
- Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view (Q4967878) (← links)
- A new method of valuing American options based on Brownian models (Q5079101) (← links)
- Simulated Greeks for American options (Q6158428) (← links)