Pages that link to "Item:Q1391436"

The following pages link to Pricing American-style securities using simulation (Q1391436):

Displaying 50 items.

• Monte Carlo methods for pricing financial options (Q2571446) (← links)
• An approximate moving boundary method for American option pricing (Q2629646) (← links)
• A moving boundary approach to American option pricing (Q2654413) (← links)
• Foreign exchange options on Heston-CIR model under Lévy process framework (Q2698161) (← links)
• Pricing Bermudan options under Merton jump-diffusion asset dynamics (Q2804498) (← links)
• BOUNDARY EVOLUTION EQUATIONS FOR AMERICAN OPTIONS (Q2875727) (← links)
• American Option Valuation with Particle Filters (Q2917425) (← links)
• Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity (Q2917427) (← links)
• American Option Pricing Using Simulation and Regression: Numerical Convergence Results (Q2920953) (← links)
• American Options in the Heston Model with Stochastic Interest Rate and Its Generalizations (Q3176517) (← links)
• SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING (Q3393980) (← links)
• Regression methods in pricing American and Bermudan options using consumption processes (Q3395739) (← links)
• A SIMPLE AMERICAN OPTION PRICING METHOD USING THE FAST FOURIER TRANSFORM (Q3498242) (← links)
• Exercise Boundary Near Maturity for an American Option on Several Assets (Q3580103) (← links)
• Improved lower and upper bound algorithms for pricing American options by simulation (Q3605244) (← links)
• Hydropower with Financial Information* (Q3617307) (← links)
• An efficient implementation of a least squares Monte Carlo method for valuing American-style options (Q3636738) (← links)
• Coupling backward induction with Monte Carlo simulations: a fast Fourier transform (FFT) approach (Q4541559) (← links)
• Monte Carlo applied to exotic digital options (Q4551195) (← links)
• CALCULATING VARIABLE ANNUITY LIABILITY “GREEKS” USING MONTE CARLO SIMULATION (Q4563739) (← links)
• Pricing options with American-style average reset features (Q4610236) (← links)
• A variance reduction technique based on integral representations (Q4646798) (← links)
• MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE OPTIONS (Q4673671) (← links)
• Monte Carlo valuation of American options (Q4795996) (← links)
• Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities (Q4827312) (← links)
• Pricing high-dimensional Bermudan options using the stochastic grid method (Q4903543) (← links)
• Métodos de apreçamento de opções americanas e determinação da curva de gatilho através da simulação de Monte Carlo (Q4905625) (← links)
• Pricing American options by exercise rate optimization (Q4957236) (← links)
• Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models (Q4991044) (← links)
• Pricing high-dimensional American options by kernel ridge regression (Q4991062) (← links)
• American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics (Q5001107) (← links)
• Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions (Q5014169) (← links)
• Solving high-dimensional optimal stopping problems using deep learning (Q5014845) (← links)
• JDOI variance reduction method and the pricing of American-style options (Q5079357) (← links)
• American option pricing under double Heston stochastic volatility model: simulation and strong convergence analysis (Q5107393) (← links)
• Primal–dual quasi-Monte Carlo simulation with dimension reduction for pricing American options (Q5139263) (← links)
• Optimistic Monte Carlo Tree Search with Sampled Information Relaxation Dual Bounds (Q5144789) (← links)
• Randomized Optimal Stopping Algorithms and Their Convergence Analysis (Q5162847) (← links)
• AMERICAN OPTION PRICING WITH REGRESSION: CONVERGENCE ANALYSIS (Q5210915) (← links)
• Optimal Stopping of McKean--Vlasov Diffusions via Regression on Particle Systems (Q5217945) (← links)
• Implied stopping rules for American basket options from Markovian projection (Q5234298) (← links)
• Nearest Neighbor Based Estimation Technique for Pricing Bermudan Options (Q5245032) (← links)
• Pricing Bermudan Options via Multilevel Approximation Methods (Q5258453) (← links)
• Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach (Q5315933) (← links)
• Pricing Bermudan options using low-discrepancy mesh methods (Q5397421) (← links)
• Implicit options in life insurance contracts (Q5422782) (← links)
• A STATE‐SPACE PARTITIONING METHOD FOR PRICING HIGH‐DIMENSIONAL AMERICAN‐STYLE OPTIONS (Q5427663) (← links)
• An Improved Binomial Lattice Method for Multi‐Dimensional Options (Q5440092) (← links)
• A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338) (← links)
• MONTE CARLO EVALUATION OF AMERICAN OPTIONS USING CONSUMPTION PROCESSES (Q5483499) (← links)