Pages that link to "Item:Q3429332"
From MaRDI portal
The following pages link to The duality of optimal exercise and domineering claims: a Doob–Meyer decomposition approach to the Snell envelope (Q3429332):
Displaying 15 items.
- A unified approach to multiple stopping and duality (Q453044) (← links)
- Existence of optimal consumption strategies in markets with longevity risk (Q506076) (← 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)
- The monotone case approach for the solution of certain multidimensional optimal stopping problems (Q1986010) (← links)
- American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach (Q3395729) (← links)
- Optimal stopping via measure transformation: the Beibel–Lerche approach (Q3429345) (← links)
- TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO (Q3608735) (← links)
- Dual Pricing of American Options by Wiener Chaos Expansion (Q4579832) (← 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)
- AMERICAN OPTION PRICING WITH REGRESSION: CONVERGENCE ANALYSIS (Q5210915) (← links)
- Deep optimal stopping (Q5381128) (← links)
- A perturbative approach to Bermudan options pricing with applications (Q5746759) (← links)
