Pages that link to "Item:Q5411398"
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The following pages link to A METHOD FOR PRICING AMERICAN OPTIONS USING SEMI‐INFINITE LINEAR PROGRAMMING (Q5411398):
Displaying 15 items.
- Relationship between least squares Monte Carlo and approximate linear programming (Q1728294) (← links)
- Option strategies with linear programming (Q1877041) (← links)
- Are American options European after all? (Q2134285) (← links)
- Recursive lower and dual upper bounds for Bermudan-style options (Q2273928) (← links)
- Optimal decision under ambiguity for diffusion processes (Q2392786) (← links)
- An iterative two-step algorithm for American option pricing (Q2704186) (← links)
- Pricing American options fitting the smile. (Q2707141) (← links)
- Pricing American stock options by linear programming (Q2757302) (← links)
- Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm (Q3114783) (← links)
- (Q3160520) (← links)
- Pricing American Options: A Duality Approach (Q3637422) (← links)
- (Q4459815) (← links)
- SMOOTH UPPER BOUNDS FOR THE PRICE FUNCTION OF AMERICAN STYLE OPTIONS (Q4608116) (← links)
- On the forward algorithm for stopping problems on continuous-time Markov chains (Q5014307) (← links)
- Solving high-dimensional optimal stopping problems using deep learning (Q5014845) (← links)