Pages that link to "Item:Q3395739"
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The following pages link to Regression methods in pricing American and Bermudan options using consumption processes (Q3395739):
Displaying 8 items.
- Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates (Q484205) (← links)
- Sensitivities for Bermudan options by regression methods (Q604677) (← links)
- A pure martingale dual for multiple stopping (Q1761446) (← links)
- Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies (Q1994388) (← links)
- Regression-Based Complexity Reduction of the Nested Monte Carlo Methods (Q4579837) (← links)
- Primal–dual quasi-Monte Carlo simulation with dimension reduction for pricing American options (Q5139263) (← links)
- Pricing Bermudan options using low-discrepancy mesh methods (Q5397421) (← links)
- Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions (Q6067798) (← links)
