Christopher Beveridge

Available identifiers

zbMath Open beveridge.christopherMaRDI QIDQ1994264

List of research outcomes

Publication	Date of Publication	Type
Practical policy iteration: generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation	2018-11-01	Paper
THE EFFICIENT COMPUTATION OF PRICES AND GREEKS FOR CALLABLE RANGE ACCRUALS USING THE DISPLACED-DIFFUSION LMM	2014-04-25	Paper
Interpolation Schemes in the Displaced-Diffusion LIBOR Market Model	2013-01-25	Paper
Monte Carlo bounds for game options including convertible bonds	2011-07-28	Paper

Research outcomes over time

This page was built for person: Christopher Beveridge