Pages that link to "Item:Q5315933"

The following pages link to Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach (Q5315933):

Displaying 19 items.

• Model risk and discretisation of locally risk-minimising strategies (Q730515) (← links)
• On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights (Q981018) (← links)
• Pricing of path-dependent American options by Monte Carlo simulation (Q1027429) (← links)
• Computation of Greeks using binomial trees in a jump-diffusion model (Q1623987) (← links)
• Computation of Greeks in jump-diffusion models using discrete Malliavin calculus (Q2229106) (← links)
• Application of kernel-based stochastic gradient algorithms to option pricing (Q3516785) (← links)
• The Valuation of American Options with Stochastic Stopping Time Constraints (Q3652698) (← links)
• Computation of conditional expectation based on the multidimensional J-process using Malliavin calculus related to pricing American options (Q4633275) (← links)
• Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models (Q4991044) (← links)
• (Q5085891) (← links)
• Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing (Q5101025) (← links)
• Conditional expectation determination based on the J-process using Malliavin calculus applied to pricing American options (Q5219504) (← links)
• (Q5227505) (← links)
• Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach (Q5315933) (← links)
• Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting (Q5742555) (← links)
• Analyzing the dynamics of the refining margin: implications for valuation and hedging (Q5745647) (← links)
• Stochastic mesh method for optimal stopping problems (Q5919085) (← links)
• Stochastic mesh method for optimal stopping problems (Q5925150) (← links)
• Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression (Q5963510) (← links)