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Efficient pricing of high-dimensional American-style derivatives : a robust regression Monte Carlo method
Jonen, Christian - 2011
Persistent link: https://www.econbiz.de/10010204985
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Monte Carlo simulation of boundary crossing probabilities with applications to finance and statistics
Gür, Sercan - 2019
Persistent link: https://www.econbiz.de/10012197036
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Valuation of multidimensional American path-dependent options : a simulation approach
Scholz, Stefan - 2002
Persistent link: https://www.econbiz.de/10001665004
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Simulation von Schluss-, Minimal- und Maximalwerten spezieller Preisprozesse mit Anwendungen in der Optionsbewertung
Becker, Martin - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003684371
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Bewertung von Optionen unter der Coherent Market Hypothesis
Veith, Jochen - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013515303
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Bewertung von Optionen unter der Coherent Market Hypothesis
Veith, Jochen - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003307885
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American-style option pricing and improvement of regression-based Monte Carlo methods by machine learning techniques
Tang, Songyin - 2015
Persistent link: https://www.econbiz.de/10011346785
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Essays on foreign exchange option markets
Büsser, Ralf - 2012
process ; Monte Carlo simulation …
Persistent link: https://www.econbiz.de/10009656320
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Systemic relevance in financial markets and manufacturing networks
Jüttner, Matthias Paul - 2012
Persistent link: https://www.econbiz.de/10009771952
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Market-conform valuation of options
Herwig, Tobias - 2006
Persistent link: https://www.econbiz.de/10003204143