The following pages link to (Q4422855):
Displaying 3 items.
- Using forward Monte-Carlo simulation for the valuation of American barrier options (Q1639295) (← links)
- Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity (Q2917427) (← links)
- Foresight Bias and Suboptimality Correction in Monte—Carlo Pricing of Options with Early Exercise (Q3618166) (← links)