Pages that link to "Item:Q2724691"
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The following pages link to Pricing American options by simulation using a stochastic mesh with optimized weights (Q2724691):
Displaying 9 items.
- Forest of stochastic meshes: a new method for valuing high-dimensional swing options (Q631202) (← links)
- Revisit of stochastic mesh method for pricing American options (Q1043249) (← links)
- Integrated day-ahead and intraday self-schedule bidding for energy storage systems using approximate dynamic programming (Q2140221) (← links)
- Green nested simulation via likelihood ratio: applications to longevity risk management (Q2172053) (← links)
- Improved lower and upper bound algorithms for pricing American options by simulation (Q3605244) (← links)
- Calculation of Exposure Profiles and Sensitivities of Options under the Heston and the Heston Hull-White Models (Q4604870) (← links)
- Solving high-dimensional optimal stopping problems using deep learning (Q5014845) (← links)
- An iterative method for multiple stopping: convergence and stability (Q5395357) (← links)
- Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829) (← links)