Pages that link to "Item:Q2356102"
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The following pages link to A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction (Q2356102):
Displaying 9 items.
- Pricing exotic derivatives exploiting structure (Q299917) (← links)
- The implication of missing the optimal-exercise time of an American option (Q319234) (← links)
- Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) (← links)
- An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures (Q323335) (← links)
- Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems (Q2076899) (← links)
- American step options (Q2282524) (← links)
- VIX derivatives, hedging and vol-of-vol risk (Q2286994) (← links)
- An operator splitting method for multi-asset options with the Feynman-Kac formula (Q2693555) (← links)
- A deep learning method for pricing high-dimensional American-style options via state-space partition (Q6543764) (← links)
