The Valuation of American Options with Stochastic Stopping Time Constraints (Q3652698): 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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+Temps d'arrÊt optimal, théorie générale des processus et processus de Markov
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+Dynamic importance sampling for uniformly recurrent Markov chains
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+Q3925594
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+Q4433608
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+On the pricing of American options
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+Q4368791
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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+The pricing of the American option
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+Exercise regions of American options on several assets
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