Pages that link to "Item:Q2873120"
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The following pages link to Optimal Dual Martingales, Their Analysis, and Application to New Algorithms for Bermudan Products (Q2873120):
Displaying 13 items.
- Multilevel dual approach for pricing American style derivatives (Q377450) (← links)
- Pricing bounds for volatility derivatives via duality and least squares Monte Carlo (Q1626511) (← links)
- Optimal stopping via pathwise dual empirical maximisation (Q2422357) (← links)
- Dual Pricing of American Options by Wiener Chaos Expansion (Q4579832) (← links)
- Regression-Based Complexity Reduction of the Nested Monte Carlo Methods (Q4579837) (← links)
- SMOOTH UPPER BOUNDS FOR THE PRICE FUNCTION OF AMERICAN STYLE OPTIONS (Q4608116) (← links)
- Fast estimation of true bounds on Bermudan option prices under jump-diffusion processes (Q4619493) (← links)
- Solving high-dimensional optimal stopping problems using deep learning (Q5014845) (← links)
- Variance reduction for risk measures with importance sampling in nested simulation (Q5079359) (← links)
- Benefit of Interpolation in Nearest Neighbor Algorithms (Q5089734) (← links)
- Discrete-type approximations for non-Markovian optimal stopping problems: Part I (Q5205938) (← links)
- Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
- A PRIMAL–DUAL ALGORITHM FOR BSDES (Q5283406) (← links)
