Pages that link to "Item:Q3580040"
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The following pages link to Dual Valuation and Hedging of Bermudan Options (Q3580040):
Displaying 9 items.
- Solving optimal stopping problems via empirical dual optimization (Q373842) (← links)
- Recursive lower and dual upper bounds for Bermudan-style options (Q2273928) (← links)
- Valuation of cross-currency Bermudan swaptions (Q2886012) (← links)
- A convex duality approach for pricing contingent claims under partial information and short selling constraints (Q2974045) (← links)
- Dual Pricing of American Options by Wiener Chaos Expansion (Q4579832) (← links)
- Discrete Time Approximations of Continuous Time Finite Horizon Stopping Problems (Q4593613) (← links)
- Solving high-dimensional optimal stopping problems using deep learning (Q5014845) (← links)
- Deep optimal stopping (Q5381128) (← links)
- A deep learning method for pricing high-dimensional American-style options via state-space partition (Q6543764) (← links)