Pages that link to "Item:Q2152245"
From MaRDI portal
The following pages link to A numerical method for hedging Bermudan options under model uncertainty (Q2152245):
Displaying 3 items.
- Numerical valuation of Bermudan basket options via partial differential equations (Q5031294) (← links)
- Upper bounds for Bermudan options on Markovian data using nonparametric regression and a reduced number of nested Monte Carlo steps (Q5191261) (← links)
- Statistical evaluation of a long-memory process using the generalized entropic value-at-risk (Q6626659) (← links)