Pages that link to "Item:Q4655057"
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The following pages link to Upper Bounds for Bermudan Style Derivatives (Q4655057):
Displaying 8 items.
- Multilevel dual approach for pricing American style derivatives (Q377450) (← links)
- An irregular grid approach for pricing high-dimensional American options (Q952083) (← links)
- A pure martingale dual for multiple stopping (Q1761446) (← links)
- Regression methods in pricing American and Bermudan options using consumption processes (Q3395739) (← links)
- The duality of optimal exercise and domineering claims: a Doob–Meyer decomposition approach to the Snell envelope (Q3429332) (← links)
- Pricing Israeli options: a pathwise approach (Q3429336) (← links)
- Enhanced policy iteration for American options via scenario selection (Q3498561) (← links)
- TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO (Q3608735) (← links)
