Number of paths versus number of basis functions in American option pricing (Q1769425): Difference between revisions

@@ Property / OpenAlex ID @@
+W3125580534
@@ Property / OpenAlex ID: W3125580534 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+math/0503556
@@ Property / arXiv ID: math/0503556 / rank @@
+Normal rank
@@ Property / cites work @@
+Utility–indifference hedging and valuation via reaction–diffusion systems
+Normal rank
@@ Property / cites work @@
+A GENERAL FRAMEWORK FOR PRICING CREDIT RISK
@@ Property / cites work: A GENERAL FRAMEWORK FOR PRICING CREDIT RISK / rank @@
+Normal rank
@@ Property / cites work @@
+Credit risk: Modelling, valuation and hedging
@@ Property / cites work: Credit risk: Modelling, valuation and hedging / rank @@
+Normal rank
@@ Property / cites work @@
+Hazard rate for credit risk and hedging defaultable contingent claims
+Normal rank
@@ Property / cites work @@
+Q4781779
@@ Property / cites work: Q4781779 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4845603
@@ Property / cites work: Q4845603 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Utility
@@ Property / cites work: Stochastic Differential Utility / rank @@
+Normal rank
@@ Property / cites work @@
+Recursive valuation of defaultable securities and the timing of resolution of uncertainty
+Normal rank
@@ Property / cites work @@
+Q3974816
@@ Property / cites work: Q3974816 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3815091
@@ Property / cites work: Q3815091 / rank @@
+Normal rank
@@ Property / cites work @@
+Functional Integration and Partial Differential Equations. (AM-109)
+Normal rank
@@ Property / cites work @@
+Q4086524
@@ Property / cites work: Q4086524 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales versus PDEs in finance: an equivalence result with examples
+Normal rank
@@ Property / cites work @@
+Q3940583
@@ Property / cites work: Q3940583 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3755824
@@ Property / cites work: Q3755824 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3217380
@@ Property / cites work: Q3217380 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4936390
@@ Property / cites work: Q4936390 / rank @@
+Normal rank
@@ Property / cites work @@
+On Cox processes and credit risky securities
@@ Property / cites work: On Cox processes and credit risky securities / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing the risks of default
@@ Property / cites work: Pricing the risks of default / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-minimizing hedging strategies for insurance payment processes
+Normal rank
@@ Property / cites work @@
+Indifference pricing of insurance contracts in a product space model
+Normal rank
@@ Property / cites work @@
+Q4263364
@@ Property / cites work: Q4263364 / rank @@
+Normal rank
@@ Property / cites work @@
+Semigroups of linear operators and applications to partial differential equations
+Normal rank
@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
+Normal rank
@@ Property / cites work @@
+Thiele's differential equation as a tool in product development in life insurance
+Normal rank
@@ Property / cites work @@
+Option hedging for semimartingales
@@ Property / cites work: Option hedging for semimartingales / rank @@
+Normal rank
@@ Property / cites work @@
+Q2771116
@@ Property / cites work: Q2771116 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4314474
@@ Property / cites work: Q4314474 / rank @@
+Normal rank
@@ Property / cites work @@
+A no arbitrage approach to Thiele's differential equation
+Normal rank