Pages that link to "Item:Q5139263"
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The following pages link to Primal–dual quasi-Monte Carlo simulation with dimension reduction for pricing American options (Q5139263):
Displaying 4 items.
- Quasi-Monte Carlo simulation for American option sensitivities (Q2146323) (← links)
- A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction (Q2356102) (← links)
- Dimension reduction techniques in quasi-Monte Carlo methods for option pricing (Q2901081) (← links)
- Primal-Dual Active Set Method for American Lookback Put Option Pricing (Q4605731) (← links)