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2 articles related to "American Options"

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Articles

Original Research

Published on 09 Jul 2021

The Perils of Misspecified Priors and Optional Stopping in Multi-Armed Bandits

in AI in Finance

Markus Loecher

Frontiers in Artificial Intelligence

doi 10.3389/frai.2021.715690

2,956 views
1 citation

Perspective

Published on 13 Dec 2019

Evaluating Credit Counterparty Risk of American Options via Monte Carlo Methods: A Comparison of Tilley Bundling and Longstaff-Schwartz LSM

in Mathematical Finance

Dominic Cortis

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2019.00060

4,850 views