Pages that link to "Item:Q3405457"
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The following pages link to Correcting the Bias in Monte Carlo Estimators of American-style Option Values (Q3405457):
Displaying 6 items.
- Optimal search for parameters in Monte Carlo simulation for derivative pricing (Q321025) (← links)
- Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule (Q951396) (← links)
- Travel time estimation for ambulances using Bayesian data augmentation (Q2443173) (← links)
- A note on perturbation analysis estimators for American-style options (Q2709782) (← links)
- Comment on ‘Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes’ by C. Ribeiro and N. Webber (Q3565102) (← links)
- Foresight Bias and Suboptimality Correction in Monte—Carlo Pricing of Options with Early Exercise (Q3618166) (← links)
