Pages that link to "Item:Q4957236"
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The following pages link to Pricing American options by exercise rate optimization (Q4957236):
Displaying 13 items.
- American options: the EPV pricing model (Q665543) (← links)
- The pricing of the American option (Q1186292) (← links)
- Moving average options: machine learning and Gauss-Hermite quadrature for a double non-Markovian problem (Q2158055) (← links)
- New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting) (Q2232323) (← links)
- Empirical pricing American put options (Q2888935) (← links)
- On the American Option Value Near its Exercise Region (Q3618167) (← links)
- THE EARLY EXERCISE PREMIUM REPRESENTATION OF FOREIGN MARKET AMERICAN OPTIONS<sup>1</sup> (Q4372041) (← links)
- Pricing Options under Rough Volatility with Backward SPDEs (Q5065084) (← links)
- American Options in the Volterra Heston Model (Q5080128) (← links)
- Randomized Optimal Stopping Algorithms and Their Convergence Analysis (Q5162847) (← links)
- (Q5297395) (← links)
- Optimal stopping with signatures (Q6103968) (← links)
- Pricing High-Dimensional Bermudan Options with Hierarchical Tensor Formats (Q6159076) (← links)