Pages that link to "Item:Q4655057"
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The following pages link to Upper Bounds for Bermudan Style Derivatives (Q4655057):
Displaying 14 items.
- Multilevel dual approach for pricing American style derivatives (Q377450) (← links)
- An irregular grid approach for pricing high-dimensional American options (Q952083) (← links)
- A pure martingale dual for multiple stopping (Q1761446) (← links)
- Regression methods in pricing American and Bermudan options using consumption processes (Q3395739) (← links)
- The duality of optimal exercise and domineering claims: a Doob–Meyer decomposition approach to the Snell envelope (Q3429332) (← links)
- Pricing Israeli options: a pathwise approach (Q3429336) (← links)
- Enhanced policy iteration for American options via scenario selection (Q3498561) (← links)
- TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO (Q3608735) (← links)
- Dual Pricing of American Options by Wiener Chaos Expansion (Q4579832) (← links)
- Counterparty Credit Exposures for Interest Rate Derivatives using the Stochastic Grid Bundling Method (Q4585673) (← links)
- SMOOTH UPPER BOUNDS FOR THE PRICE FUNCTION OF AMERICAN STYLE OPTIONS (Q4608116) (← links)
- On Minimax Duality in Optimal Stopping (Q4931852) (← links)
- Analysing the bias in the primal-dual upper bound method for early exercisable derivatives: bounds, estimation and removal (Q5001149) (← links)
- On the Compensator in the Doob--Meyer Decomposition of the Snell Envelope (Q5232208) (← links)
