Pages that link to "Item:Q5411398"
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The following pages link to A METHOD FOR PRICING AMERICAN OPTIONS USING SEMI‐INFINITE LINEAR PROGRAMMING (Q5411398):
Displaying 5 items.
- Relationship between least squares Monte Carlo and approximate linear programming (Q1728294) (← links)
- Are American options European after all? (Q2134285) (← links)
- Recursive lower and dual upper bounds for Bermudan-style options (Q2273928) (← links)
- Optimal decision under ambiguity for diffusion processes (Q2392786) (← links)
- On the forward algorithm for stopping problems on continuous-time Markov chains (Q5014307) (← links)
