Pages that link to "Item:Q4903543"
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The following pages link to Pricing high-dimensional Bermudan options using the stochastic grid method (Q4903543):
Displaying 15 items.
- The stochastic grid bundling method: efficient pricing of Bermudan options and their Greeks (Q668683) (← links)
- An irregular grid approach for pricing high-dimensional American options (Q952083) (← links)
- A Longstaff and Schwartz approach to the early election problem (Q1929895) (← links)
- Multigrid method for pricing European options under the CGMY process (Q2126958) (← links)
- Efficient computation of exposure profiles for counterparty credit risk (Q2874730) (← links)
- A Nonintrusive Stratified Resampler for Regression Monte Carlo: Application to Solving Nonlinear Equations (Q4600830) (← links)
- Efficient exposure computation by risk factor decomposition (Q4619510) (← links)
- Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models (Q4991044) (← links)
- Solving high-dimensional optimal stopping problems using deep learning (Q5014845) (← links)
- JDOI variance reduction method and the pricing of American-style options (Q5079357) (← links)
- Pricing Bermudan Options via Multilevel Approximation Methods (Q5258453) (← links)
- Pricing Bermudan options using low-discrepancy mesh methods (Q5397421) (← links)
- Unbiased optimal stopping via the MUSE (Q6184922) (← links)
- A deep learning method for pricing high-dimensional American-style options via state-space partition (Q6543764) (← links)
- Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk (Q6625108) (← links)
