Pages that link to "Item:Q377450"
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The following pages link to Multilevel dual approach for pricing American style derivatives (Q377450):
Displaying 10 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)
- A PRIMAL–DUAL ALGORITHM FOR BSDES (Q5283406) (← links)
- Unbiased optimal stopping via the MUSE (Q6184922) (← links)
