Pages that link to "Item:Q951396"

The following pages link to Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule (Q951396):

Displaying 15 items.

• On the rates of convergence of simulation-based optimization algorithms for optimal stopping problems (Q627243) (← links)
• A HODIE finite difference scheme for pricing American options (Q667962) (← links)
• The early exercise region for Bermudan options on two underlyings (Q970053) (← links)
• Recovering default risk from CDS spreads with a nonlinear filter (Q1994302) (← links)
• Deep combinatorial optimisation for optimal stopping time problems: application to swing options pricing. (Q2094859) (← links)
• Valuation of electricity storage contracts using the COS method (Q2245038) (← links)
• Pricing Parisian down-and-in options (Q2344418) (← links)
• Reference policies for non-myopic sequential network design and timing problems (Q2358056) (← links)
• Monte Carlo methods for pricing financial options (Q2571446) (← links)
• Galerkin methods in dynamic stochastic programming (Q3577835) (← links)
• Pricing options with American-style average reset features (Q4610236) (← links)
• Pricing American options by exercise rate optimization (Q4957236) (← links)
• Solving high-dimensional optimal stopping problems using deep learning (Q5014845) (← links)
• AN ANALYTICAL SOLUTION FOR PARISIAN UP-AND-IN CALLS (Q5369444) (← links)
• Deep optimal stopping (Q5381128) (← links)