Pages that link to "Item:Q1694951"
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The following pages link to An improved least squares Monte Carlo valuation method based on heteroscedasticity (Q1694951):
Displaying 9 items.
- Assessing the least squares Monte-Carlo approach to American option valuation (Q704011) (← links)
- On improving the least squares Monte Carlo option valuation method (Q1025618) (← links)
- Calculation of credit valuation adjustment based on least square Monte Carlo methods (Q1667063) (← links)
- Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems (Q2076899) (← links)
- A bias-corrected least-squares Monte Carlo for solving multi-period utility models (Q2157230) (← links)
- Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties (Q2183319) (← links)
- Recursive lower and dual upper bounds for Bermudan-style options (Q2273928) (← links)
- VIX derivatives, hedging and vol-of-vol risk (Q2286994) (← links)
- Refining the least squares Monte Carlo method by imposing structure (Q2879045) (← links)
