Pages that link to "Item:Q1873029"
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The following pages link to An improved simulation method for pricing high-dimensional American derivatives. (Q1873029):
Displaying 4 items.
- Parallel pricing algorithms for multi-dimensional Bermudan/American options using Monte Carlo methods (Q622185) (← links)
- American option pricing under GARCH diffusion model: an empirical study (Q741895) (← links)
- An irregular grid approach for pricing high-dimensional American options (Q952083) (← links)
- Deep optimal stopping (Q5381128) (← links)
