Christopher Beveridge
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Person:1994264
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 |
|---|---|---|
| Practical policy iteration: generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation Journal of Economic Dynamics and Control | 2018-11-01 | Paper |
| The efficient computation of prices and Greeks for callable range accruals using the displaced-diffusion LMM International Journal of Theoretical and Applied Finance | 2014-04-25 | Paper |
| Interpolation schemes in the displaced-diffusion LIBOR market model SIAM Journal on Financial Mathematics | 2013-01-25 | Paper |
| Monte Carlo bounds for game options including convertible bonds Management Science | 2011-07-28 | Paper |
Research outcomes over time
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