The following pages link to (Q5708058):
Displaying 4 items.
- American option pricing under stochastic volatility: an efficient numerical approach (Q970136) (← links)
- On improving the least squares Monte Carlo option valuation method (Q1025618) (← links)
- Correcting the Bias in Monte Carlo Estimators of American-style Option Values (Q3405457) (← links)
- Lower bounds for American option prices with control variates (Q6556178) (← links)