Pages that link to "Item:Q1391436"
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The following pages link to Pricing American-style securities using simulation (Q1391436):
Displayed 39 items.
- On the convergence from discrete to continuous time in an optimal stopping problem. (Q558676) (← links)
- Monte Carlo algorithms for optimal stopping and statistical learning (Q558680) (← links)
- Fair valuation of participating policies with surrender options and regime switching (Q817287) (← links)
- Pricing multi-asset American-style options by memory reduction Monte Carlo methods (Q849756) (← links)
- Monte Carlo estimation of a joint density using Malliavin calculus, and application to American options (Q853652) (← links)
- An object-oriented framework for valuing shout options on high-performance computer architectures (Q951351) (← links)
- Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule (Q951396) (← links)
- An irregular grid approach for pricing high-dimensional American options (Q952083) (← links)
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs (Q1306368) (← links)
- Monte Carlo methods for security pricing (Q1391435) (← links)
- A two-step simulation procedure to analyze the exercise features of American options (Q1762863) (← links)
- On the use of boundary conditions for variational formulations arising in financial mathematics. (Q1855082) (← links)
- A master equation approach to option pricing (Q1855544) (← links)
- An improved simulation method for pricing high-dimensional American derivatives. (Q1873029) (← links)
- The random-time binomial model (Q1960552) (← links)
- Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies (Q1974042) (← links)
- The valuation of multidimensional American real options using the LSM simulation method (Q2384589) (← links)
- Additive and multiplicative duals for American option pricing (Q2463707) (← links)
- A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options (Q2467599) (← links)
- A sample-path approach to optimal position liquidation (Q2480246) (← links)
- Representations and regularities for solutions to BSDEs with reflections (Q2485839) (← links)
- Double-exponential fast Gauss transform algorithms for pricing discrete lookback options (Q2503998) (← links)
- Monte Carlo methods for pricing financial options (Q2571446) (← links)
- A SIMPLE AMERICAN OPTION PRICING METHOD USING THE FAST FOURIER TRANSFORM (Q3498242) (← links)
- Improved lower and upper bound algorithms for pricing American options by simulation (Q3605244) (← links)
- Hydropower with Financial Information* (Q3617307) (← links)
- Coupling backward induction with Monte Carlo simulations: a fast Fourier transform (FFT) approach (Q4541559) (← links)
- Monte Carlo applied to exotic digital options (Q4551195) (← links)
- MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE OPTIONS (Q4673671) (← links)
- Monte Carlo valuation of American options (Q4795996) (← links)
- Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities (Q4827312) (← links)
- Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach (Q5315933) (← links)
- Implicit options in life insurance contracts (Q5422782) (← links)
- A STATE‐SPACE PARTITIONING METHOD FOR PRICING HIGH‐DIMENSIONAL AMERICAN‐STYLE OPTIONS (Q5427663) (← links)
- An Improved Binomial Lattice Method for Multi‐Dimensional Options (Q5440092) (← links)
- A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338) (← links)
- MONTE CARLO EVALUATION OF AMERICAN OPTIONS USING CONSUMPTION PROCESSES (Q5483499) (← links)
- LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION (Q5700135) (← links)
- Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products (Q5718216) (← links)