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

@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G08
@@ Property / Mathematics Subject Classification ID: 62G08 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 65C05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G40
@@ Property / Mathematics Subject Classification ID: 60G40 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6381568
@@ Property / zbMATH DE Number: 6381568 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Bermudan options
@@ Property / zbMATH Keywords: Bermudan options / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonparametric regression
@@ Property / zbMATH Keywords: nonparametric regression / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+boundary condition
@@ Property / zbMATH Keywords: boundary condition / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+suboptimal stopping rules
@@ Property / zbMATH Keywords: suboptimal stopping rules / rank @@
+Normal rank

Revision as of 20:05, 30 June 2023