Pages that link to "Item:Q4506926"

The following pages link to Optimal stopping of Markov processes: Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives (Q4506926):

Displayed 13 items.

• Monte Carlo algorithms for optimal stopping and statistical learning (Q558680) ‎ (← links)
• Monte Carlo estimation of a joint density using Malliavin calculus, and application to American options (Q853652) ‎ (← links)
• Pricing European options by numerical replication: quadratic programming with constraints (Q853858) ‎ (← links)
• A generalized Kalman filter for fixed point approximation and efficient temporal-difference learning (Q859737) ‎ (← links)
• A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options (Q2467599) ‎ (← links)
• A SIMPLE AMERICAN OPTION PRICING METHOD USING THE FAST FOURIER TRANSFORM (Q3498242) ‎ (← links)
• Application of kernel-based stochastic gradient algorithms to option pricing (Q3516785) ‎ (← links)
• Improved lower and upper bound algorithms for pricing American options by simulation (Q3605244) ‎ (← links)
• Necessary and sufficient conditions for the pointwise convergence of nearest neighbor regression function estimates (Q3942221) ‎ (← links)
• MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE OPTIONS (Q4673671) ‎ (← links)
• Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach (Q5315933) ‎ (← links)
• A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338) ‎ (← links)
• Searching stochastically generated multi-abstraction-level design spaces (Q5941312) ‎ (← links)