Pages that link to "Item:Q4555115"
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The following pages link to Efficient willow tree method for European-style and American-style moving average barrier options pricing (Q4555115):
Displaying 3 items.
- Moving average options: machine learning and Gauss-Hermite quadrature for a double non-Markovian problem (Q2158055) (← links)
- Evaluation of gas sales agreements with indexation using tree and least-squares Monte Carlo methods on graphics processing units (Q4991090) (← links)
- RISK-BASED CAPITAL FOR VARIABLE ANNUITY UNDER STOCHASTIC INTEREST RATE (Q5140086) (← links)