Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach (Q5315933): Difference between revisions

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+Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach
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+First-Order Schemes in the Numerical Quantization Method
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+On the Malliavin approach to Monte Carlo approximation of conditional expectations
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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+Parabolic ADI Methods for Pricing American Options on Two Stocks
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