Pages that link to "Item:Q5746759"
From MaRDI portal
The following pages link to A perturbative approach to Bermudan options pricing with applications (Q5746759):
Displaying 6 items.
- Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates (Q484205) (← links)
- Fourier Cosine Expansions and Put–Call Relations for Bermudan Options (Q2917437) (← links)
- Numerical valuation of Bermudan basket options via partial differential equations (Q5031294) (← links)
- Pricing Bermudan Options via Multilevel Approximation Methods (Q5258453) (← links)
- A Simple Derivation of and Improvements to Jamshidian's and Rogers' Upper Bound Methods for Bermudan Options (Q5310693) (← links)
- Pricing Bermudan options using low-discrepancy mesh methods (Q5397421) (← links)