Pages that link to "Item:Q2879045"
From MaRDI portal
The following pages link to Refining the least squares Monte Carlo method by imposing structure (Q2879045):
Displaying 6 items.
- An improved least squares Monte Carlo valuation method based on heteroscedasticity (Q1694951) (← links)
- Optimal decision policy for real options under general Markovian dynamics (Q2028909) (← links)
- Time-consistent and market-consistent actuarial valuation of the participating pension contract (Q5003351) (← links)
- Deep learning for ranking response surfaces with applications to optimal stopping problems (Q5139253) (← links)
- Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500 (Q5234323) (← links)
- Fair valuations of insurance policies under multiple risk factors: a flexible lattice approach (Q6556605) (← links)
