Pages that link to "Item:Q3576955"
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The following pages link to PRICING OF HIGH-DIMENSIONAL AMERICAN OPTIONS BY NEURAL NETWORKS (Q3576955):
Displayed 11 items.
- Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing (Q354190) (← links)
- Pricing of American options in discrete time using least squares estimates with complexity penalties (Q433745) (← links)
- Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates (Q484205) (← links)
- On the rates of convergence of simulation-based optimization algorithms for optimal stopping problems (Q627243) (← links)
- Analysis of least squares regression estimates in case of additional errors in the variables (Q710765) (← links)
- Sequential Design for Optimal Stopping Problems (Q2941479) (← links)
- Necessary and sufficient conditions for the pointwise convergence of nearest neighbor regression function estimates (Q3942221) (← links)
- CONVERGENCE OF A LEAST‐SQUARES MONTE CARLO ALGORITHM FOR AMERICAN OPTION PRICING WITH DEPENDENT SAMPLE DATA (Q4635047) (← links)
- Nearest Neighbor Based Estimation Technique for Pricing Bermudan Options (Q5245032) (← links)
- ON THE CONSISTENCY OF REGRESSION‐BASED MONTE CARLO METHODS FOR PRICING BERMUDAN OPTIONS IN CASE OF ESTIMATED FINANCIAL MODELS (Q5247425) (← links)
- Deep optimal stopping (Q5381128) (← links)