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- application to Bermudan options 2018-12-10 Paper A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options 2018-12-10...10 bytes (19 words) - 00:53, 10 December 2023
- application to Bermudan options 2018-12-10 Paper A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options 2018-12-10...10 bytes (16 words) - 17:38, 24 September 2023
- interpolation for parametric option pricing 2018-07-16 Paper Magic Points in Finance: Empirical Integration for Parametric Option Pricing 2018-03-12 Paper...10 bytes (18 words) - 06:24, 13 December 2023
- 2002-11-27 Paper Solving finite difference schemes arising in trivariate option pricing. 2002-07-15 Paper...10 bytes (16 words) - 02:43, 13 December 2023
- method for backward stochastic differential equations 2018-11-23 Paper Bermudan option valuation under state-dependent models 2018-11-19 Paper A novel Monte...10 bytes (18 words) - 00:02, 10 December 2023
- network-based framework for financial model calibration 2021-04-27 Paper Bermudan option valuation under state-dependent models 2018-11-19 Paper Efficient Computation...10 bytes (16 words) - 19:20, 24 September 2023
- Publication Date of Publication Type BENCHOP – SLV: the BENCHmarking project in Option Pricing – Stochastic and Local Volatility problems 2022-02-16 Paper Explainable...10 bytes (16 words) - 05:49, 7 October 2023
- Date of Publication Type On the primal-dual algorithm for callable bermudan options 2013-08-07 Paper Parameter identification in financial market models...10 bytes (18 words) - 21:55, 11 December 2023
- magnetic nanostructure with zero average magnetic field 2024-02-23 Paper Bermudan options pricing formulas in uncertain financial markets 2022-08-29 Paper FAACOSE:...10 bytes (16 words) - 16:22, 6 December 2023
- American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium 2012-02-19 Paper The cross-section of average delta-hedge option returns...10 bytes (16 words) - 21:08, 22 September 2023
- Hartley Transform Filter 2010-07-30 Paper The early exercise region for Bermudan options on two underlyings 2010-05-08 Paper Competitive pricing with dynamic...10 bytes (17 words) - 07:44, 12 December 2023
- Publication Date of Publication Type Bermudan option in Singapore savings bonds 2021-06-30 Paper Asymptotic dynamics and value-at-risk of large diversified...10 bytes (18 words) - 08:39, 13 December 2023
- COUNTERPARTY CREDIT EXPOSURE FOR MULTI-ASSET BERMUDAN OPTIONS 2015-04-15 Paper Double-sided Parisian option pricing 2010-04-22 Paper...10 bytes (20 words) - 17:31, 6 October 2023
- Cosine Expansions and Put–Call Relations for Bermudan Options 2012-09-28 Paper Efficient pricing of commodity options with early-exercise under the Ornstein-Uhlenbeck...10 bytes (16 words) - 17:13, 12 December 2023
- discrepancy mesh methods for pricing Bermudan options under a Lévy process 2021-02-18 Paper Dimension reduction for pricing options under multidimensional Lévy...10 bytes (16 words) - 16:22, 6 October 2023
- Publication Type Numerical solution of an integral equation for perpetual Bermudan options 2014-10-14 Paper https://portal.mardi4nfdi.de/entity/Q3076929 2011-02-25...10 bytes (16 words) - 13:54, 7 October 2023
- in dilaton spacetimes 2018-08-01 Paper Valuation of Multidimensional Bermudan Options 2008-12-01 Paper...10 bytes (16 words) - 03:05, 7 October 2023
- Publication Date of Publication Type Bermudan options pricing formulas in uncertain financial markets 2022-08-29 Paper...10 bytes (16 words) - 09:01, 7 October 2023
- Publication Date of Publication Type Mixing LSMC and PDE Methods to Price Bermudan Options 2020-06-08 Paper...10 bytes (16 words) - 22:49, 27 December 2023
- Publication Type ALGORITHMIC COUNTERPARTY CREDIT EXPOSURE FOR MULTI-ASSET BERMUDAN OPTIONS 2015-04-15 Paper...10 bytes (16 words) - 22:26, 27 December 2023
