Pages that link to "Item:Q5191261"
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The following pages link to Upper bounds for Bermudan options on Markovian data using nonparametric regression and a reduced number of nested Monte Carlo steps (Q5191261):
Displaying 4 items.
- Pricing of American options in discrete time using least squares estimates with complexity penalties (Q433745) (← links)
- Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates (Q484205) (← links)
- Solving high-dimensional optimal stopping problems using deep learning (Q5014845) (← links)
- A Simple Derivation of and Improvements to Jamshidian's and Rogers' Upper Bound Methods for Bermudan Options (Q5310693) (← links)