Pages that link to "Item:Q2920953"
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The following pages link to American Option Pricing Using Simulation and Regression: Numerical Convergence Results (Q2920953):
Displaying 16 items.
- A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291) (← links)
- A numerical analysis of American options with regime switching (Q618604) (← links)
- Pricing American-style securities using simulation (Q1391436) (← links)
- An analysis of a least squares regression method for American option pricing (Q1424693) (← links)
- Canonical least-squares Monte Carlo valuation of American options: convergence and empirical pricing analysis (Q1719097) (← links)
- Fair dynamic valuation of insurance liabilities via convex hedging (Q2034141) (← links)
- Valuing American options by simulation: a BSDEs approach (Q2228772) (← links)
- Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency (Q2273972) (← links)
- American Option Pricing Using Simulation and Regression: Numerical Convergence Results (Q2920953) (← links)
- Improved lower and upper bound algorithms for pricing American options by simulation (Q3605244) (← links)
- Backward simulation methods for pricing American options under the CIR process (Q4555172) (← links)
- A Comparison Between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embedding a Surrender Option (Q4561898) (← links)
- On the convergence of the quasi-regression method: polynomial chaos and regularity (Q4684863) (← links)
- Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach (Q5140651) (← links)
- Valuing American Options by Simulation: A Simple Least-Squares Approach (Q5374081) (← links)
- Coping with longevity via hedging: fair dynamic valuation of variable annuities (Q6573823) (← links)
