Pages that link to "Item:Q604677"

The following pages link to Sensitivities for Bermudan options by regression methods (Q604677):

Displaying 4 items.

• The stochastic grid bundling method: efficient pricing of Bermudan options and their Greeks (Q668683) (← links)
• Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations (Q1938899) (← links)
• American Option Sensitivities Estimation via a Generalized Infinitesimal Perturbation Analysis Approach (Q2935304) (← links)
• THE EARLY EXERCISE PREMIUM IN AMERICAN OPTIONS BY USING NONPARAMETRIC REGRESSIONS (Q4555849) (← links)