Pages that link to "Item:Q5247425"

The following pages link to ON THE CONSISTENCY OF REGRESSION‐BASED MONTE CARLO METHODS FOR PRICING BERMUDAN OPTIONS IN CASE OF ESTIMATED FINANCIAL MODELS (Q5247425):

Displayed 2 items.

• Sequential Design for Optimal Stopping Problems (Q2941479) ‎ (← links)
• Option pricing based on hybrid GARCH-type models with improved ensemble empirical mode decomposition (Q5026530) ‎ (← links)