Pages that link to "Item:Q631202"
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The following pages link to Forest of stochastic meshes: a new method for valuing high-dimensional swing options (Q631202):
Displaying 6 items.
- Forest of stochastic meshes: a new method for valuing high-dimensional swing options (Q631202) (← links)
- A new deep neural network algorithm for multiple stopping with applications in options pricing (Q2108626) (← links)
- Valuation of swing options under a regime-switching mean-reverting model (Q2298579) (← links)
- Swing options in commodity markets: a multidimensional Lévy diffusion model (Q2441571) (← links)
- A multilevel Monte Carlo method for the valuation of swing options (Q6483786) (← links)
- Swing option pricing consistent with futures smiles (Q6581586) (← links)