Pages that link to "Item:Q2895135"
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The following pages link to Implementing importance sampling in the least-squares Monte Carlo approach for American options (Q2895135):
Displaying 4 items.
- Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations (Q516010) (← links)
- On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives (Q1421715) (← links)
- An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options (Q1634312) (← links)
- (Q3583034) (← links)
