Pages that link to "Item:Q1424693"

The following pages link to An analysis of a least squares regression method for American option pricing (Q1424693):

Displaying 29 items.

• A regression-based Monte Carlo method to solve backward stochastic differential equations (Q2572405) (← links)
• Error analysis of the optimal quantization algorithm for obstacle problems. (Q2574574) (← links)
• Discrete-Time Approximation of Decoupled Forward‒Backward Stochastic Differential Equations Driven by Pure Jump Lévy Processes (Q2856036) (← links)
• An Introduction to Particle Methods with Financial Applications (Q2917424) (← links)
• Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity (Q2917427) (← links)
• Monte-Carlo Valuation of American Options: Facts and New Algorithms to Improve Existing Methods (Q2917432) (← links)
• American Option Pricing Using Simulation and Regression: Numerical Convergence Results (Q2920953) (← links)
• American Option Sensitivities Estimation via a Generalized Infinitesimal Perturbation Analysis Approach (Q2935304) (← links)
• ESTIMATING RESIDUAL HEDGING RISK WITH LEAST-SQUARES MONTE CARLO (Q2941057) (← links)
• Sequential Design for Optimal Stopping Problems (Q2941479) (← links)
• ON THE CALCULATION OF RISK MEASURES USING LEAST-SQUARES MONTE CARLO (Q2986664) (← links)
• Regression-based algorithms for life insurance contracts with surrender guarantees (Q2994846) (← links)
• Algorithms for Optimal Control of Stochastic Switching Systems (Q3178726) (← links)
• General Error Estimates for the Longstaff–Schwartz Least-Squares Monte Carlo Algorithm (Q3387908) (← links)
• Convergence of a Least‐Squares Monte Carlo Algorithm for Bounded Approximating Sets (Q3395724) (← links)
• Regression methods in pricing American and Bermudan options using consumption processes (Q3395739) (← links)
• Least Square Regression Methods for Bermudan Derivatives and Systems of Functions (Q3463646) (← links)
• VALUATION OF CONTINGENT GUARANTEES USING LEAST-SQUARES MONTE CARLO (Q4629470) (← links)
• CONVERGENCE OF A LEAST‐SQUARES MONTE CARLO ALGORITHM FOR AMERICAN OPTION PRICING WITH DEPENDENT SAMPLE DATA (Q4635047) (← links)
• MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE OPTIONS (Q4673671) (← links)
• On the convergence of the quasi-regression method: polynomial chaos and regularity (Q4684863) (← links)
• Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
• A martingale control variate method for option pricing with stochastic volatility (Q5429590) (← links)
• OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS (Q5459957) (← links)
• A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338) (← links)
• Pricing Bermudan Options Using Regression Trees/Random Forests (Q6070674) (← links)
• On fair designs of c<scp>ross‐chain</scp> exchange for cryptocurrencies via Monte Carlo simulation (Q6077334) (← links)
• (Q6151380) (← links)
• Pricing American put option using RBF-NN: new simulation of Black-Scholes (Q6491266) (← links)