Pages that link to "Item:Q4957236"

The following pages link to Pricing American options by exercise rate optimization (Q4957236):

Displaying 7 items.

• Moving average options: machine learning and Gauss-Hermite quadrature for a double non-Markovian problem (Q2158055) (← links)
• New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting) (Q2232323) (← links)
• Pricing Options under Rough Volatility with Backward SPDEs (Q5065084) (← links)
• American Options in the Volterra Heston Model (Q5080128) (← links)
• Randomized Optimal Stopping Algorithms and Their Convergence Analysis (Q5162847) (← links)
• Optimal stopping with signatures (Q6103968) (← links)
• Pricing High-Dimensional Bermudan Options with Hierarchical Tensor Formats (Q6159076) (← links)