Pages that link to "Item:Q5397421"
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The following pages link to Pricing Bermudan options using low-discrepancy mesh methods (Q5397421):
Displayed 6 items.
- An improved simulation method for pricing high-dimensional American derivatives. (Q1873029) (← links)
- Quasi-Monte Carlo simulation for American option sensitivities (Q2146323) (← links)
- Bermudan options pricing formulas in uncertain financial markets (Q2169605) (← links)
- Comparison of low discrepancy mesh methods for pricing Bermudan options under a Lévy process (Q2229844) (← links)
- Primal–dual quasi-Monte Carlo simulation with dimension reduction for pricing American options (Q5139263) (← links)
- Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes (Q5379237) (← links)