Single name credit default swaptions meet single sided jump models (Q1025620): Difference between revisions

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+https://doi.org/10.1007/s11147-008-9027-9
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+W2159869594
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+Q4888858
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+Q4433608
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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+Evaluating first-passage probabilities for spectrally one-sided Lévy processes
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+Optimal stopping of Markov processes: Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives
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