Pages that link to "Item:Q484205"

The following pages link to Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates (Q484205):

Displaying 29 items.

• On data-based optimal stopping under stationarity and ergodicity (Q358137) (← links)
• Solving optimal stopping problems via empirical dual optimization (Q373842) (← links)
• Multilevel dual approach for pricing American style derivatives (Q377450) (← links)
• Pricing of American options in discrete time using least squares estimates with complexity penalties (Q433745) (← links)
• Sensitivities for Bermudan options by regression methods (Q604677) (← links)
• Analysis of least squares regression estimates in case of additional errors in the variables (Q710765) (← links)
• An improved least squares Monte Carlo valuation method based on heteroscedasticity (Q1694951) (← links)
• Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems (Q2076899) (← links)
• A bias-corrected least-squares Monte Carlo for solving multi-period utility models (Q2157230) (← links)
• Optimal procurement strategies for contractual assembly systems with fluctuating procurement price (Q2196110) (← links)
• Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
• The difference between LSMC and replicating portfolio in insurance liability modeling (Q2356640) (← links)
• American Option Sensitivities Estimation via a Generalized Infinitesimal Perturbation Analysis Approach (Q2935304) (← links)
• Sequential Design for Optimal Stopping Problems (Q2941479) (← links)
• General Error Estimates for the Longstaff–Schwartz Least-Squares Monte Carlo Algorithm (Q3387908) (← links)
• Least Square Regression Methods for Bermudan Derivatives and Systems of Functions (Q3463646) (← links)
• A Nonintrusive Stratified Resampler for Regression Monte Carlo: Application to Solving Nonlinear Equations (Q4600830) (← links)
• CONVERGENCE OF A LEAST‐SQUARES MONTE CARLO ALGORITHM FOR AMERICAN OPTION PRICING WITH DEPENDENT SAMPLE DATA (Q4635047) (← links)
• American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics (Q5001107) (← links)
• Solving high-dimensional optimal stopping problems using deep learning (Q5014845) (← links)
• Mixing LSMC and PDE Methods to Price Bermudan Options (Q5112723) (← links)
• Deep learning for ranking response surfaces with applications to optimal stopping problems (Q5139253) (← links)
• Randomized Optimal Stopping Algorithms and Their Convergence Analysis (Q5162847) (← links)
• Optimal Stopping of McKean--Vlasov Diffusions via Regression on Particle Systems (Q5217945) (← links)
• Implied stopping rules for American basket options from Markovian projection (Q5234298) (← links)
• Nearest Neighbor Based Estimation Technique for Pricing Bermudan Options (Q5245032) (← links)
• ON THE CONSISTENCY OF REGRESSION‐BASED MONTE CARLO METHODS FOR PRICING BERMUDAN OPTIONS IN CASE OF ESTIMATED FINANCIAL MODELS (Q5247425) (← links)
• Pricing Bermudan Options via Multilevel Approximation Methods (Q5258453) (← links)
• A PRIMAL–DUAL ALGORITHM FOR BSDES (Q5283406) (← links)