Pages that link to "Item:Q5068223"
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The following pages link to Pricing American Put Options Using Malliavin Calculus with Optimal Localization Function (Q5068223):
Displaying 6 items.
- Monte Carlo estimation of a joint density using Malliavin calculus, and application to American options (Q853652) (← links)
- On the Malliavin approach to Monte Carlo approximation of conditional expectations (Q1887263) (← links)
- (Q3515748) (← links)
- Computation of conditional expectation based on the multidimensional J-process using Malliavin calculus related to pricing American options (Q4633275) (← links)
- Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing (Q5101025) (← links)
- (Q5297395) (← links)