Pages that link to "Item:Q3177165"
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The following pages link to The least squares method for option pricing revisited (Q3177165):
Displaying 7 items.
- Analysis of least squares regression estimates in case of additional errors in the variables (Q710765) (← links)
- Predictor-corrector balance method for the worst-case 1D option pricing (Q901423) (← links)
- On improving the least squares Monte Carlo option valuation method (Q1025618) (← links)
- An analysis of a least squares regression method for American option pricing (Q1424693) (← links)
- Precise option pricing by the COS method -- how to choose the truncation range (Q2079122) (← links)
- Refining the least squares Monte Carlo method by imposing structure (Q2879045) (← links)
- AMERICAN OPTION PRICING WITH REGRESSION: CONVERGENCE ANALYSIS (Q5210915) (← links)