Pages that link to "Item:Q2463707"
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The following pages link to Additive and multiplicative duals for American option pricing (Q2463707):
Displaying 10 items.
- Solving optimal stopping problems via empirical dual optimization (Q373842) (← links)
- A unified approach to multiple stopping and duality (Q453044) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- An algorithmic approach to optimal asset liquidation problems (Q1627810) (← links)
- A pure martingale dual for multiple stopping (Q1761446) (← links)
- A new class of dual upper bounds for early exercisable derivatives encompassing both the additive and multiplicative bounds (Q1785438) (← links)
- Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies (Q1994388) (← links)
- Recursive lower and dual upper bounds for Bermudan-style options (Q2273928) (← links)
- Simple improvement method for upper bound of American option (Q3108374) (← links)
- The duality of optimal exercise and domineering claims: a Doob–Meyer decomposition approach to the Snell envelope (Q3429332) (← links)
