Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates (Q484205): Difference between revisions
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Revision as of 14:16, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates |
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Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates (English)
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18 December 2014
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Bermudan options
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nonparametric regression
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boundary condition
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suboptimal stopping rules
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