Pages that link to "Item:Q3636738"
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The following pages link to An efficient implementation of a least squares Monte Carlo method for valuing American-style options (Q3636738):
Displaying 10 items.
- On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives (Q1421715) (← links)
- Implicit American Monte Carlo methods for nonlinear functional of future portfolio value (Q1684762) (← links)
- Comparison of least squares Monte Carlo methods with applications to energy real options (Q1752185) (← links)
- On the primal-dual algorithm for callable bermudan options (Q2393163) (← links)
- Implementing importance sampling in the least-squares Monte Carlo approach for American options (Q2895135) (← links)
- Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity (Q2917427) (← links)
- An efficient accelerating method of conditional Monte-Carlo simulation for two-factor option pricing model (Q2924611) (← links)
- Correcting the Bias in Monte Carlo Estimators of American-style Option Values (Q3405457) (← links)
- An Accelerating Quasi-Monte Carlo Method for Option Pricing Under the Generalized Hyperbolic Lévy Process (Q3567028) (← links)
- Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view (Q4967878) (← links)
