Pages that link to "Item:Q3119589"
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The following pages link to Monte Carlo methods for pricing and hedging American options in high dimension (Q3119589):
Displaying 9 items.
- An irregular grid approach for pricing high-dimensional American options (Q952083) (← links)
- Implicit American Monte Carlo methods for nonlinear functional of future portfolio value (Q1684762) (← links)
- An improved simulation method for pricing high-dimensional American derivatives. (Q1873029) (← links)
- A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction (Q2356102) (← links)
- Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity (Q2917427) (← links)
- (Q3515748) (← links)
- Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view (Q4967878) (← links)
- Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing (Q5101025) (← links)
- Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes (Q5379237) (← links)