Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates (Q484205): Difference between revisions

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Latest revision as of 10:57, 9 July 2024

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Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates
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    Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates (English)
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    18 December 2014
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    Bermudan options
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    nonparametric regression
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    boundary condition
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    suboptimal stopping rules
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