Pages that link to "Item:Q3608735"

The following pages link to TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO (Q3608735):

Displaying 9 items.

• Optimal search for parameters in Monte Carlo simulation for derivative pricing (Q321025) (← links)
• Solving optimal stopping problems via empirical dual optimization (Q373842) (← links)
• Multilevel dual approach for pricing American style derivatives (Q377450) (← links)
• Dual pricing of multi-exercise options under volume constraints (Q483695) (← links)
• The longstaff-Schwartz algorithm for Lévy models: results on fast and slow convergence (Q535203) (← links)
• Sensitivities for Bermudan options by regression methods (Q604677) (← links)
• Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
• A PRIMAL–DUAL ALGORITHM FOR BSDES (Q5283406) (← links)
• Primal-Dual Regression Approach for Markov Decision Processes with General State and Action Spaces (Q6198082) (← links)