Pages that link to "Item:Q3108374"
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The following pages link to Simple improvement method for upper bound of American option (Q3108374):
Displaying 3 items.
- Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies (Q1994388) (← links)
- Martingales and upper bounds for American-style options (Q2348474) (← links)
- Improved lower and upper bound algorithms for pricing American options by simulation (Q3605244) (← links)