Pages that link to "Item:Q2006839"
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The following pages link to A regression-based smoothing spline Monte Carlo algorithm for pricing American options in discrete time (Q2006839):
Displayed 4 items.
- Pricing of American options in discrete time using least squares estimates with complexity penalties (Q433745) (← links)
- Analysis of least squares regression estimates in case of additional errors in the variables (Q710765) (← links)
- Regression Monte Carlo for impulse control (Q2094845) (← links)
- Solving high-dimensional optimal stopping problems using deep learning (Q5014845) (← links)