Pages that link to "Item:Q5483499"
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The following pages link to MONTE CARLO EVALUATION OF AMERICAN OPTIONS USING CONSUMPTION PROCESSES (Q5483499):
Displaying 7 items.
- Sensitivities for Bermudan options by regression methods (Q604677) (← links)
- An efficient control variate method for pricing variance derivatives (Q711233) (← links)
- An iterative procedure for solving integral equations related to optimal stopping problems (Q3080991) (← links)
- Regression methods in pricing American and Bermudan options using consumption processes (Q3395739) (← links)
- THE EARLY EXERCISE PREMIUM IN AMERICAN OPTIONS BY USING NONPARAMETRIC REGRESSIONS (Q4555849) (← links)
- Regression-Based Complexity Reduction of the Nested Monte Carlo Methods (Q4579837) (← links)
- Primal–dual quasi-Monte Carlo simulation with dimension reduction for pricing American options (Q5139263) (← links)
