1 research outputs found
Pricing American Options Under High-Dimensional Models with Recursive Adaptive Sparse Expectations
- Author
- &apos
- A Cosma
- A Lance
- Adrien Treccani
- Affine Jump-Diffusions
- Alexander Heinecke
- Alexander Heinecke
- Alexander Heinecke
- Alexey Medvedev
- Alin Murarasu
- Anne Laure Bronstein
- Ari D Andricopoulos
- Ari D Andricopoulos
- Arun Chockalingam
- Aryan Eftekhari
- B Dilip
- B Dilip
- B G Leif
- B Martin
- Bally
- Benjamin Peherstorfer
- C Hager
- Carl Chiarella
- Carl Chiarella
- Carr
- Christoph Zenger
- Darrell Duffie
- David S Bates
- Ding Chen
- Dirk Pfl�ger
- Dirk Pfl�ger
- Emanuel Derman
- Erich Novak
- F A Longstaff
- F Delbaen
- Fang Fang
- Fang Fang
- Fischer Black
- G A F Murarasu
- Giovanni Barone
- Gurdip Bakshi
- H Peter
- H.-J Bungartz
- Hans-Joachim Bungartz
- Hans-Joachim Bungartz
- J
- J N Tsitsiklis
- Jaksa Cvitanic
- Jing-Zhi Huang
- Jochen Garcke
- Jochen Garcke
- Johannes Brumm
- Johannes Brumm
- Johannes Brumm
- John C Cox
- John C Cox
- John Hull
- J�r�me Detemple
- Kim Christensen
- L C G Rogers
- L Kenneth
- L Ljungqvist
- M A Sullivan
- M B Haugh
- M H Vellekoop
- M J Brennan
- M J Brennan
- M Sankaran
- Mark Broadie
- Mark Rubinstein
- Markus Holtz
- Markus Leippold
- Michael Harrison
- Nengjiu Ju
- Olivier Bokanowski
- Paul Glasserman
- Peng Cheng
- Peter Carr
- Peter Carr
- Pierre Bajgrowicz
- R Bellman
- Roger Lord
- Roger Lord
- S A Smolyak
- S David
- S Dirnstorfer
- Samuli Ikonen
- Scaillet
- Serge Darolles
- Simon Scheidegger
- Simon Scheidegger
- Steven L Heston
- Suleyman Basak
- Suzanne Lee
- T Douglas
- Thomas Gerstner
- V Mads
- V V Desai
- Veronika Krepely Pool
- Vincent Lacoste
- Vlad Bally
- W Edward
- Xiang Ma
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study