Pages that link to "Item:Q4962465"
From MaRDI portal
The following pages link to The optimal method for pricing Bermudan options by simulation (Q4962465):
Displaying 6 items.
- A simple and efficient numerical method for pricing discretely monitored early-exercise options (Q2113697) (← links)
- Recursive lower and dual upper bounds for Bermudan-style options (Q2273928) (← links)
- Pricing Bermudan Options via Multilevel Approximation Methods (Q5258453) (← links)
- A Simple Derivation of and Improvements to Jamshidian's and Rogers' Upper Bound Methods for Bermudan Options (Q5310693) (← links)
- Pricing Bermudan options using low-discrepancy mesh methods (Q5397421) (← links)
- The price of the Bermudan option: A simple, explicit formula (Q6106259) (← links)