Pages that link to "Item:Q5315933"
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The following pages link to Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach (Q5315933):
Displayed 5 items.
- On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights (Q981018) (← links)
- Pricing of path-dependent American options by Monte Carlo simulation (Q1027429) (← links)
- Application of kernel-based stochastic gradient algorithms to option pricing (Q3516785) (← links)
- The Valuation of American Options with Stochastic Stopping Time Constraints (Q3652698) (← links)
- Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach (Q5315933) (← links)