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- 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
- Publication Date of Publication Type A perturbative approach to Bermudan options pricing with applications 2014-02-08 Paper Algorithms of maximum likelihood...10 bytes (16 words) - 20:30, 24 September 2023
- Publication Date of Publication Type The early exercise region for Bermudan options on two underlyings 2010-05-08 Paper...10 bytes (16 words) - 09:27, 6 October 2023
- valuation of catastrophe put option with exponential jump and default risk 2017-11-10 Paper Closed-form pricing formula for exchange option with credit risk 2017-10-18...10 bytes (16 words) - 03:45, 10 December 2023
- high-precision computing for pricing arithmetic asian options 2017-02-03 Paper Pricing Bermudan options using low-discrepancy mesh methods 2014-02-20 Paper...10 bytes (18 words) - 05:47, 9 December 2023
- Paper EFFICIENT HEDGING OF PATH–DEPENDENT OPTIONS 2016-08-26 Paper On Suboptimality of Delta Hedging for Asian Options 2015-06-26 Paper Semi-Static Hedging...10 bytes (18 words) - 01:04, 13 December 2023
- HIGH-DIMENSIONAL AMERICAN OPTIONS BY NEURAL NETWORKS 2010-08-03 Paper A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options 2008-01-28 Paper https://portal...10 bytes (16 words) - 10:26, 25 September 2023
- Publication Type Pricing Bermudan Options Using Regression Trees/Random Forests 2023-11-23 Paper Automatic control variates for option pricing using neural...10 bytes (22 words) - 01:12, 25 September 2023
- backward equations in nonlinear filtering 2009-05-06 Paper Simulation Based Option Pricing 2008-12-01 Paper Forward and reverse representations for Markov...10 bytes (18 words) - 16:00, 9 December 2023
- Publication Date of Publication Type A Series Solution for Bermudan Options 2006-03-08 Paper On sound generation by the interaction between turbulence...10 bytes (16 words) - 17:03, 6 October 2023
- Characteristic Functions and Financial Applications 2014-01-23 Paper Pricing Bermudan Options in Lévy Process Models 2014-01-23 Paper...10 bytes (16 words) - 06:20, 7 October 2023
- THE CONSISTENCY OF REGRESSION‐BASED MONTE CARLO METHODS FOR PRICING BERMUDAN OPTIONS IN CASE OF ESTIMATED FINANCIAL MODELS 2015-04-24 Paper https://portal...10 bytes (16 words) - 10:50, 24 September 2023
- expansions for optimal quantization 2020-02-18 Paper Quantization-based Bermudan option pricing in the $FX$ world 2019-11-13 Paper...10 bytes (16 words) - 17:20, 6 October 2023
- approach for computations of exposure profiles for high-dimensional Bermudan options 2021-11-11 Paper Deep learning for CVA computations of large portfolios...10 bytes (16 words) - 09:58, 25 September 2023
- Publication Date of Publication Type Pricing Bermudan Options via Multilevel Approximation Methods 2015-06-26 Paper Solving Stochastic Dynamic Programs...10 bytes (16 words) - 16:54, 6 October 2023
- 2009-02-11 Paper Laplace Transforms and the American Call Option 2008-10-17 Paper Installment options close to expiry 2008-08-15 Paper The American straddle...10 bytes (16 words) - 01:58, 9 December 2023
- THE CONSISTENCY OF REGRESSION‐BASED MONTE CARLO METHODS FOR PRICING BERMUDAN OPTIONS IN CASE OF ESTIMATED FINANCIAL MODELS 2015-04-24 Paper Nonparametric...10 bytes (16 words) - 15:18, 9 December 2023
- differential equations based on new Lipschitz conditions 2021-11-10 Paper Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model 2018-10-23...10 bytes (16 words) - 13:55, 24 September 2023
