Pages that link to "Item:Q2804498"
From MaRDI portal
The following pages link to Pricing Bermudan options under Merton jump-diffusion asset dynamics (Q2804498):
Displaying 9 items.
- The stochastic grid bundling method: efficient pricing of Bermudan options and their Greeks (Q668683) (← links)
- On pre-commitment aspects of a time-consistent strategy for a mean-variance investor (Q1656373) (← links)
- European rainbow option values under the two-asset Merton jump-diffusion model (Q2279888) (← links)
- Calculation of Exposure Profiles and Sensitivities of Options under the Heston and the Heston Hull-White Models (Q4604870) (← links)
- Fast estimation of true bounds on Bermudan option prices under jump-diffusion processes (Q4619493) (← links)
- Stochastic grid bundling method for backward stochastic differential equations (Q5031712) (← links)
- Pricing Bermudan Options via Multilevel Approximation Methods (Q5258453) (← links)
- Pricing Bermudan options using low-discrepancy mesh methods (Q5397421) (← links)
- Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk (Q6625108) (← links)