Pages that link to "Item:Q4635047"
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The following pages link to CONVERGENCE OF A LEAST‐SQUARES MONTE CARLO ALGORITHM FOR AMERICAN OPTION PRICING WITH DEPENDENT SAMPLE DATA (Q4635047):
Displaying 10 items.
- Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
- Discrete-type approximations for non-Markovian optimal stopping problems. II (Q2218844) (← links)
- Deep-Learning Solution to Portfolio Selection with Serially Dependent Returns (Q3295874) (← links)
- General Error Estimates for the Longstaff–Schwartz Least-Squares Monte Carlo Algorithm (Q3387908) (← links)
- Pricing American options by exercise rate optimization (Q4957236) (← links)
- Variance reduction for risk measures with importance sampling in nested simulation (Q5079359) (← links)
- Discrete-type approximations for non-Markovian optimal stopping problems: Part I (Q5205938) (← links)
- AMERICAN OPTION PRICING WITH REGRESSION: CONVERGENCE ANALYSIS (Q5210915) (← links)
- Implied stopping rules for American basket options from Markovian projection (Q5234298) (← links)
- Nonexact oracle inequalities, \(r\)-learnability, and fast rates (Q6149162) (← links)
