Pages that link to "Item:Q354190"

The following pages link to Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing (Q354190):

Displaying 12 items.

• An improved least squares Monte Carlo valuation method based on heteroscedasticity (Q1694951) (← links)
• Distribution-free robust linear regression (Q2113267) (← links)
• Discrete-type approximations for non-Markovian optimal stopping problems. II (Q2218844) (← links)
• The difference between LSMC and replicating portfolio in insurance liability modeling (Q2356640) (← links)
• ESTIMATING RESIDUAL HEDGING RISK WITH LEAST-SQUARES MONTE CARLO (Q2941057) (← links)
• Sequential Design for Optimal Stopping Problems (Q2941479) (← links)
• General Error Estimates for the Longstaff–Schwartz Least-Squares Monte Carlo Algorithm (Q3387908) (← links)
• CONVERGENCE OF A LEAST‐SQUARES MONTE CARLO ALGORITHM FOR AMERICAN OPTION PRICING WITH DEPENDENT SAMPLE DATA (Q4635047) (← links)
• On the convergence of the quasi-regression method: polynomial chaos and regularity (Q4684863) (← links)
• On fair designs of c<scp>ross‐chain</scp> exchange for cryptocurrencies via Monte Carlo simulation (Q6077334) (← links)
• Unbiased optimal stopping via the MUSE (Q6184922) (← links)
• Primal-Dual Regression Approach for Markov Decision Processes with General State and Action Spaces (Q6198082) (← links)