Pages that link to "Item:Q4902223"
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The following pages link to American Options by Malliavin Calculus and Nonparametric Variance and Bias Reduction Methods (Q4902223):
Displayed 8 items.
- Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models (Q4991044) (← links)
- (Q5085891) (← links)
- Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing (Q5101025) (← links)
- (Q5227505) (← links)
- American option pricing under the double Heston model based on asymptotic expansion (Q5234286) (← links)
- Impulse control of a diffusion with a change point (Q5265791) (← links)
- Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting (Q5742555) (← links)
- Pricing Options Under Time-Fractional Model Using Adomian Decomposition (Q6165078) (← links)