Pages that link to "Item:Q377450"

The following pages link to Multilevel dual approach for pricing American style derivatives (Q377450):

Displaying 16 items.

• Analytic solution for American barrier options with two barriers (Q458329) (← links)
• Multilevel simulation of functionals of Bernoulli random variables with application to basket credit derivatives (Q496948) (← links)
• Discrete-type approximations for non-Markovian optimal stopping problems. II (Q2218844) (← links)
• Recursive lower and dual upper bounds for Bermudan-style options (Q2273928) (← links)
• Addendum to: ``Multilevel dual approach for pricing American style derivatives'' (Q2516774) (← links)
• An introduction to multilevel Monte Carlo for option valuation (Q2804491) (← links)
• From Rough Path Estimates to Multilevel Monte Carlo (Q2807285) (← links)
• Multilevel Simulation Based Policy Iteration for Optimal Stopping--Convergence and Complexity (Q2945162) (← links)
• Regression-Based Complexity Reduction of the Nested Monte Carlo Methods (Q4579837) (← links)
• Fast estimation of true bounds on Bermudan option prices under jump-diffusion processes (Q4619493) (← links)
• Analysing the bias in the primal-dual upper bound method for early exercisable derivatives: bounds, estimation and removal (Q5001149) (← links)
• Solving high-dimensional optimal stopping problems using deep learning (Q5014845) (← links)
• Pricing Bermudan Options via Multilevel Approximation Methods (Q5258453) (← links)
• A PRIMAL–DUAL ALGORITHM FOR BSDES (Q5283406) (← links)
• Deep optimal stopping (Q5381128) (← links)
• Unbiased optimal stopping via the MUSE (Q6184922) (← links)