Pages that link to "Item:Q5031705"
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The following pages link to A Monte Carlo approach to American options pricing including counterparty risk (Q5031705):
Displaying 10 items.
- Evaluation of counterparty risk for derivatives with early-exercise features (Q1657201) (← links)
- PDE models and numerical methods for total value adjustment in European and American options with counterparty risk (Q1738076) (← links)
- PDE models for American options with counterparty risk and two stochastic factors: mathematical analysis and numerical solution (Q2004615) (← links)
- Total value adjustment for European options in a multi-currency setting (Q2246492) (← links)
- Option pricing via Monte Carlo simulation. A weak derivative approach (Q2748552) (← links)
- Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity (Q2917427) (← links)
- Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view (Q4967878) (← links)
- Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)
- Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework (Q6183818) (← links)
- Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk (Q6625108) (← links)
