Pages that link to "Item:Q2935304"
From MaRDI portal
The following pages link to American Option Sensitivities Estimation via a Generalized Infinitesimal Perturbation Analysis Approach (Q2935304):
Displaying 11 items.
- Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation (Q1745943) (← links)
- Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems (Q2076899) (← links)
- Quasi-Monte Carlo simulation for American option sensitivities (Q2146323) (← links)
- Optimal procurement strategies for contractual assembly systems with fluctuating procurement price (Q2196110) (← links)
- CTMC integral equation method for American options under stochastic local volatility models (Q2246620) (← links)
- Pricing and risk of swing contracts in natural gas markets (Q2418428) (← links)
- Stochastic derivative estimation for max-stable random fields (Q2672077) (← links)
- Derivatives-based portfolio decisions: an expected utility insight (Q2672921) (← links)
- (Q3386773) (← links)
- Least-squares Monte-Carlo methods for optimal stopping investment under CEV models (Q5139226) (← links)
- Uncertainty Quantification of Derivative Instruments (Q5372104) (← links)
