A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options (Q2467599): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q5556844 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing American-style securities using simulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5641856 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An analysis of a least squares regression method for American option pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: A practical guide to splines / rank
 
Normal rank
Property / cites work
 
Property / cites work: Necessary and sufficient conditions for the pointwise convergence of nearest neighbor regression function estimates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monte Carlo algorithms for optimal stopping and statistical learning / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3925594 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4433608 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Number of paths versus number of basis functions in American option pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: A distribution-free theory of nonparametric regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing American Options: A Duality Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4368791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric regression with additional measurement errors in the dependent variable / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sur l'approximation des réduites. (On the approximation of residues) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4114577 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4114574 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monte Carlo valuation of American options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3895980 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4550921 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4172681 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal global rates of convergence for nonparametric regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal stopping of Markov processes: Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4944751 / rank
 
Normal rank

Latest revision as of 16:00, 27 June 2024

scientific article
Language Label Description Also known as
English
A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options
scientific article

    Statements

    A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options (English)
    0 references
    0 references
    0 references
    0 references
    28 January 2008
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references