PRACTICAL POLICY ITERATION: GENERIC METHODS FOR OBTAINING RAPID AND TIGHT BOUNDS FOR BERMUDAN EXOTIC DERIVATIVES USING MONTE CARLO SIMULATION CHRISTOPHER BEVERIDGE AND MARK JOSHI Abstract. We introduce a set of improveme - Beveridge - Document - PDFSEARCH.IO

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	PRACTICAL POLICY ITERATION: GENERIC METHODS FOR OBTAINING RAPID AND TIGHT BOUNDS FOR BERMUDAN EXOTIC DERIVATIVES USING MONTE CARLO SIMULATION CHRISTOPHER BEVERIDGE AND MARK JOSHI Abstract. We introduce a set of improveme Add to Reading List Document Date: 2013-08-05 02:12:16 Open Document File Size: 288,67 KB Share Result on Facebook Company IAc / / IndustryTerm callable product / noncancellable product / path-dependent products / improved policy iteration algorithm / parallel processing technology / policy iteration algorithm / cancellable product / exotic interest rate products / / Movie Monte Carlo 7 / / Person MARK JOSHI / CHRISTOPHER BEVERIDGE / / Position Cao / / Technology policy iteration algorithm / parallel processing technology / improved policy iteration algorithm / SIMULATION / / SocialTag Randomness Mathematical finance Options Investment Numerical analysis Interest rate derivative LIBOR market model Control variates Iteration Financial economics

PRACTICAL POLICY ITERATION: GENERIC METHODS FOR OBTAINING RAPID AND TIGHT BOUNDS FOR BERMUDAN EXOTIC DERIVATIVES USING MONTE CARLO SIMULATION CHRISTOPHER BEVERIDGE AND MARK JOSHI Abstract. We introduce a set of improvemeAdd to Reading List