Pages that link to "Item:Q2356102"

The following pages link to A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction (Q2356102):

Displayed 8 items.

• Pricing exotic derivatives exploiting structure (Q299917) ‎ (← links)
• The implication of missing the optimal-exercise time of an American option (Q319234) ‎ (← links)
• Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) ‎ (← links)
• An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures (Q323335) ‎ (← links)
• Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems (Q2076899) ‎ (← links)
• American step options (Q2282524) ‎ (← links)
• VIX derivatives, hedging and vol-of-vol risk (Q2286994) ‎ (← links)
• An operator splitting method for multi-asset options with the Feynman-Kac formula (Q2693555) ‎ (← links)