Pages that link to "Item:Q4967878"
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The following pages link to Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view (Q4967878):
Displaying 7 items.
- On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives (Q1421715) (← links)
- Implicit American Monte Carlo methods for nonlinear functional of future portfolio value (Q1684762) (← links)
- An FBSDE approach to American option pricing with an interacting particle method (Q2013320) (← links)
- Pricing the American options: a closed-form, simple formula (Q2140741) (← links)
- Valuing American options by simulation: a BSDEs approach (Q2228772) (← links)
- Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity (Q2917427) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)