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

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+Bermudan options
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+nonparametric regression
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+Fast learning rates for plug-in classifiers
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+Regression methods in pricing American and Bermudan options using consumption processes
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+Pricing American-style securities using simulation
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+Valuation of the early-exercise price for options using simulations and nonparametric regression
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+An analysis of a least squares regression method for American option pricing
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+Uniform Central Limit Theorems
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+Monte Carlo algorithms for optimal stopping and statistical learning
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+A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options
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+Q4433608
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+Number of paths versus number of basis functions in American option pricing
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+PRICING OF HIGH-DIMENSIONAL AMERICAN OPTIONS BY NEURAL NETWORKS
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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+Smooth discrimination analysis
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+On regression-based stopping times
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+Publication:484205