Pages that link to "Item:Q5374081"
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The following pages link to Valuing American Options by Simulation: A Simple Least-Squares Approach (Q5374081):
Displaying 5 items.
- Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q1722758) (← links)
- Pricing Chinese convertible bonds with default intensity by Monte Carlo method (Q2296580) (← links)
- BENCHOP – The BENCHmarking project in option pricing (Q2804496) (← links)
- A Monte Carlo approach to American options pricing including counterparty risk (Q5031705) (← links)
- American option pricing under the double Heston model based on asymptotic expansion (Q5234286) (← links)