Pages that link to "Item:Q5247425"
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The following pages link to ON THE CONSISTENCY OF REGRESSION‐BASED MONTE CARLO METHODS FOR PRICING BERMUDAN OPTIONS IN CASE OF ESTIMATED FINANCIAL MODELS (Q5247425):
Displaying 5 items.
- Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates (Q484205) (← links)
- Sequential Design for Optimal Stopping Problems (Q2941479) (← links)
- (Q3159735) (← links)
- Option pricing based on hybrid GARCH-type models with improved ensemble empirical mode decomposition (Q5026530) (← links)
- Upper bounds for Bermudan options on Markovian data using nonparametric regression and a reduced number of nested Monte Carlo steps (Q5191261) (← links)