Pages that link to "Item:Q3059063"

The following pages link to A Review on Regression-based Monte Carlo Methods for Pricing American Options (Q3059063):

Displaying 16 items.

• Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing (Q354190) (← links)
• On data-based optimal stopping under stationarity and ergodicity (Q358137) (← links)
• Model risk and discretisation of locally risk-minimising strategies (Q730515) (← links)
• Discretisation of FBSDEs driven by càdlàg martingales (Q892339) (← links)
• An improved least squares Monte Carlo valuation method based on heteroscedasticity (Q1694951) (← links)
• Discrete-type approximations for non-Markovian optimal stopping problems. II (Q2218844) (← links)
• Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach (Q2289885) (← links)
• Pricing and risk of swing contracts in natural gas markets (Q2418428) (← links)
• Sequential Design for Optimal Stopping Problems (Q2941479) (← links)
• General Error Estimates for the Longstaff–Schwartz Least-Squares Monte Carlo Algorithm (Q3387908) (← links)
• Pricing high-dimensional American options by kernel ridge regression (Q4991062) (← 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)
• Deep learning for ranking response surfaces with applications to optimal stopping problems (Q5139253) (← links)
• Primal–dual quasi-Monte Carlo simulation with dimension reduction for pricing American options (Q5139263) (← links)
• ON THE CONSISTENCY OF REGRESSION‐BASED MONTE CARLO METHODS FOR PRICING BERMUDAN OPTIONS IN CASE OF ESTIMATED FINANCIAL MODELS (Q5247425) (← links)