Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity (Q2917427): Difference between revisions

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+A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS
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+Dynamic Programming Approach for Valuing Options in the GARCH Model
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+Pricing American Options: A Duality Approach
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+LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION
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+Pricing American-Style Derivatives with European Call Options
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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+Optimal hedging in discrete time
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+Monte Carlo valuation of American options
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+Variance-Optimal Hedging in Discrete Time
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