Pages that link to "Item:Q3635170"
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The following pages link to Optimal Exercise Policies and Simulation-Based Valuation for American-Asian Options (Q3635170):
Displaying 10 items.
- Optimal surrender policy for variable annuity guarantees (Q743150) (← links)
- Optimal timing to initiate medical treatment for a disease evolving as a semi-Markov process (Q1682979) (← links)
- A two-step simulation procedure to analyze the exercise features of American options (Q1762863) (← links)
- A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction (Q2356102) (← links)
- Monte Carlo methods for pricing financial options (Q2571446) (← links)
- Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation (Q2889595) (← links)
- A Dynamic Programming Procedure for Pricing American-Style Asian Options (Q3114780) (← links)
- What you should know about simulation and derivatives (Q3612294) (← links)
- OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE (Q4906544) (← links)
- CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS (Q5472777) (← links)