Pages that link to "Item:Q3392211"
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The following pages link to Efficient Computation of Hedging Parameters for Discretely Exercisable Options (Q3392211):
Displayed 4 items.
- The stochastic grid bundling method: efficient pricing of Bermudan options and their Greeks (Q668683) (← links)
- Recursive lower and dual upper bounds for Bermudan-style options (Q2273928) (← links)
- American Option Sensitivities Estimation via a Generalized Infinitesimal Perturbation Analysis Approach (Q2935304) (← links)
- Simulated Greeks for American options (Q6158428) (← links)