Pages that link to "Item:Q4506926"

The following pages link to Optimal stopping of Markov processes: Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives (Q4506926):

Displaying 18 items.

• Regression-Based Complexity Reduction of the Nested Monte Carlo Methods (Q4579837) (← links)
• Pricing options with American-style average reset features (Q4610236) (← 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)
• Pricing high-dimensional Bermudan options using the stochastic grid method (Q4903543) (← links)
• Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models (Q4991044) (← links)
• A Finite Time Analysis of Temporal Difference Learning with Linear Function Approximation (Q5003727) (← 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)
• Quantile Markov Decision Processes (Q5095150) (← links)
• Least-squares Monte-Carlo methods for optimal stopping investment under CEV models (Q5139226) (← links)
• ON THE CONSISTENCY OF REGRESSION‐BASED MONTE CARLO METHODS FOR PRICING BERMUDAN OPTIONS IN CASE OF ESTIMATED FINANCIAL MODELS (Q5247425) (← links)
• Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach (Q5315933) (← links)
• A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338) (← links)
• Analyzing the dynamics of the refining margin: implications for valuation and hedging (Q5745647) (← links)
• Searching stochastically generated multi-abstraction-level design spaces (Q5941312) (← links)
• Pricing Bermudan Options Using Regression Trees/Random Forests (Q6070674) (← links)
• Stochastic optimization with dynamic probabilistic forecasts (Q6549609) (← links)