Nearest Neighbor Based Estimation Technique for Pricing Bermudan Options (Q5245032): Difference between revisions

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+Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates
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+Exact simulation of diffusions
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+The Pricing of Options and Corporate Liabilities
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+Nonparametric statistics for stochastic processes. Estimation and prediction.
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+Pricing American-style securities using simulation
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+Valuation of the early-exercise price for options using simulations and nonparametric regression
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+Localization and Exact Simulation of Brownian Motion-Driven Stochastic Differential Equations
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+Martingales and arbitrage in multiperiod securities markets
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+PRICING OF HIGH-DIMENSIONAL AMERICAN OPTIONS BY NEURAL NETWORKS
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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