Pages that link to "Item:Q5746725"
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The following pages link to Calibrated American option pricing by stochastic linear programming (Q5746725):
Displaying 10 items.
- A new elementary geometric approach to option pricing bounds in discrete time models (Q320923) (← links)
- Stochastic optimization algorithms for pricing American put options under regime-switching models (Q868582) (← links)
- Option strategies with linear programming (Q1877041) (← links)
- (Q3160520) (← links)
- Pricing American contingent claims by stochastic linear programming (Q3391893) (← links)
- (Q3526615) (← links)
- Pricing American Put Options Using Malliavin Calculus with Optimal Localization Function (Q5068223) (← links)
- (Q5297395) (← links)
- Optimization Methods in Mathematical Finance (Q5746722) (← links)
- Pricing and hedging contingent claims by entropy segmentation and Fenchel duality (Q6643667) (← links)