Pages that link to "Item:Q4619493"
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The following pages link to Fast estimation of true bounds on Bermudan option prices under jump-diffusion processes (Q4619493):
Displaying 4 items.
- Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates (Q484205) (← links)
- Pricing Bermudan options under Merton jump-diffusion asset dynamics (Q2804498) (← links)
- Upper bounds for Bermudan options on Markovian data using nonparametric regression and a reduced number of nested Monte Carlo steps (Q5191261) (← links)
- A Simple Derivation of and Improvements to Jamshidian's and Rogers' Upper Bound Methods for Bermudan Options (Q5310693) (← links)