The following pages link to (Q3515748):
Displaying 5 items.
- An irregular grid approach for pricing high-dimensional American options (Q952083) (← links)
- Analysis of the SSAP method for the numerical valuation of high-dimensional multivariate American securities (Q1818276) (← links)
- Pricing American options by simulation using a stochastic mesh with optimized weights (Q2724691) (← links)
- Dual Pricing of American Options by Wiener Chaos Expansion (Q4579832) (← links)
- Pricing American Put Options Using Malliavin Calculus with Optimal Localization Function (Q5068223) (← links)