Marko Dimitrov
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Almost-Exact Simulation Scheme for Heston-type Models: Bermudan and American Option Pricing (available as arXiv preprint) | 2025-01-01 | Paper |
| Valuation and optimal strategies for American options under a Markovian regime-switching model Springer Proceedings in Mathematics & Statistics | 2024-03-16 | Paper |
Research outcomes over time
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