Pages that link to "Item:Q4579832"
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The following pages link to Dual Pricing of American Options by Wiener Chaos Expansion (Q4579832):
Displaying 6 items.
- New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting) (Q2232323) (← links)
- A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
- Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models (Q4991044) (← links)
- Solving high-dimensional optimal stopping problems using deep learning (Q5014845) (← links)
- Pricing Bermudan Options Using Regression Trees/Random Forests (Q6070674) (← links)
- Pricing High-Dimensional Bermudan Options with Hierarchical Tensor Formats (Q6159076) (← links)
