LEAST SQUARES MONTE CARLO CREDIT VALUE ADJUSTMENT WITH SMALL AND UNIDIRECTIONAL BIAS (Q2953307): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Practical policy iteration: generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
+Normal rank
@@ Property / cites work @@
+Counterparty Credit Risk, Collateral and Funding
@@ Property / cites work: Counterparty Credit Risk, Collateral and Funding / rank @@
+Normal rank
@@ Property / cites work @@
+Q3515750
@@ Property / cites work: Q3515750 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4895161
@@ Property / cites work: Q4895161 / rank @@
+Normal rank
@@ Property / cites work @@
+Foresight Bias and Suboptimality Correction in Monte—Carlo Pricing of Options with Early Exercise
+Normal rank
@@ Property / cites work @@
+Q4433608
@@ Property / cites work: Q4433608 / rank @@
+Normal rank
@@ Property / cites work @@
+Counterparty Credit Exposures for Interest Rate Derivatives using the Stochastic Grid Bundling Method
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024916500485
+Normal rank
@@ Property / OpenAlex ID @@
+W3124555103
@@ Property / OpenAlex ID: W3124555103 / rank @@
+Normal rank