Pages that link to "Item:Q1027429"
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The following pages link to Pricing of path-dependent American options by Monte Carlo simulation (Q1027429):
Displaying 9 items.
- Backdating executive stock options -- an ex ante valuation (Q647664) (← links)
- Pricing American put option on zero-coupon bond in a jump-extended CIR model (Q907607) (← links)
- Using forward Monte-Carlo simulation for the valuation of American barrier options (Q1639295) (← links)
- A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
- Number of paths versus number of basis functions in American option pricing (Q1769425) (← links)
- Option pricing via Monte Carlo simulation. A weak derivative approach (Q2748552) (← links)
- Path-Dependent Options: Extending the Monte Carlo Simulation Approach (Q4392522) (← links)
- Backward simulation methods for pricing American options under the CIR process (Q4555172) (← links)
- Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view (Q4967878) (← links)