The following pages link to (Q4550921):
Displaying 5 items.
- The efficient hedging problem for American options (Q483722) (← links)
- Bermudan option in Singapore savings bonds (Q2036855) (← links)
- A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options (Q2467599) (← links)
- Discrete-time approximation for continuously and discretely reflected BSDEs (Q2518617) (← links)
- A Backward Dual Representation for the Quantile Hedging of Bermudan Options (Q2808185) (← links)
