Pages that link to "Item:Q4506926"
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The following pages link to Optimal stopping of Markov processes: Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives (Q4506926):
Displayed 14 items.
- Monte Carlo algorithms for optimal stopping and statistical learning (Q558680) (← links)
- Monte Carlo estimation of a joint density using Malliavin calculus, and application to American options (Q853652) (← links)
- Pricing European options by numerical replication: quadratic programming with constraints (Q853858) (← links)
- A generalized Kalman filter for fixed point approximation and efficient temporal-difference learning (Q859737) (← links)
- Projected equation methods for approximate solution of large linear systems (Q1012492) (← links)
- A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options (Q2467599) (← links)
- A SIMPLE AMERICAN OPTION PRICING METHOD USING THE FAST FOURIER TRANSFORM (Q3498242) (← links)
- Application of kernel-based stochastic gradient algorithms to option pricing (Q3516785) (← links)
- Improved lower and upper bound algorithms for pricing American options by simulation (Q3605244) (← links)
- Necessary and sufficient conditions for the pointwise convergence of nearest neighbor regression function estimates (Q3942221) (← links)
- MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE OPTIONS (Q4673671) (← links)
- Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach (Q5315933) (← links)
- A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338) (← links)
- Searching stochastically generated multi-abstraction-level design spaces (Q5941312) (← links)