Pages that link to "Item:Q433745"
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The following pages link to Pricing of American options in discrete time using least squares estimates with complexity penalties (Q433745):
Displaying 4 items.
- Estimation of a density using an improved surrogate model (Q2044316) (← links)
- Second-order integro-differential parabolic variational inequalities arising from the valuation of American option (Q2258790) (← links)
- Smoothing spline regression estimation based on real and artificial data (Q2516570) (← links)
- ON THE CONSISTENCY OF REGRESSION‐BASED MONTE CARLO METHODS FOR PRICING BERMUDAN OPTIONS IN CASE OF ESTIMATED FINANCIAL MODELS (Q5247425) (← links)
