Parallel Valuation of the Lower and Upper Bound Prices for Multi-asset Bermudan Options

Lecture Notes in Computer Science - Network and Parallel Computing ◽

10.1007/978-3-642-35606-3_54 ◽

2012 ◽

pp. 453-462

Author(s):

Nan Zhang ◽

Ka Lok Man

Keyword(s):

Upper Bound ◽

Bermudan Options

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Computing the Lower and Upper Bound Prices for Multi-asset Bermudan Options via Parallel Monte Carlo Simulations

Transactions on Engineering Technologies ◽

10.1007/978-94-017-9588-3_14 ◽

2014 ◽

pp. 181-194

Author(s):

Nan Zhang ◽

Ka Lok Man ◽

Tomas Krilavičius

Keyword(s):

Monte Carlo ◽

Monte Carlo Simulations ◽

Upper Bound ◽

Bermudan Options

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A Simple Derivation of and Improvements to Jamshidian's and Rogers' Upper Bound Methods for Bermudan Options

Applied Mathematical Finance ◽

10.1080/13504860600858071 ◽

2007 ◽

Vol 14 (3) ◽

pp. 197-205 ◽

Cited By ~ 21

Author(s):

Mark S. Joshi

Keyword(s):

Upper Bound ◽

Simple Derivation ◽

Bermudan Options

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The proof of the upper bound in the multifractal formalism for chirps

Journal of Approximation Theory ◽

10.1016/s0021-9045(03)00010-8 ◽

2004 ◽

Vol 130 (2) ◽

pp. 99-110

Author(s):

M BENSLIMANE

Keyword(s):

Upper Bound ◽

Multifractal Formalism

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The spatial oscillation of velocity fields in the roll bite of strip cold rolling by the upper bound approach

Revue de Métallurgie ◽

10.1051/metal/2012003 ◽

2012 ◽

Vol 109 (2) ◽

pp. 73-80

Author(s):

Q.-T. Ngo ◽

A. Ehrlacher ◽

N. Legrand

Keyword(s):

Cold Rolling ◽

Upper Bound ◽

Velocity Fields ◽

Spatial Oscillation ◽

Roll Bite

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Throughput Analyses Based on Practical Upper Bound for Adaptive Modulation and Coding in OFDM MIMO Multiplexing

IEICE Transactions on Fundamentals of Electronics Communications and Computer Sciences ◽

10.1587/transfun.e99.a.185 ◽

2016 ◽

Vol E99.A (1) ◽

pp. 185-195

Author(s):

Bing HAN ◽

Teruo KAWAMURA ◽

Yuichi KAKISHIMA ◽

Mamoru SAWAHASHI

Keyword(s):

Upper Bound ◽

Adaptive Modulation ◽

Adaptive Modulation And Coding

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An Upper Bound on the Generalized Cayley Distance

2018 International Symposium on Information Theory and Its Applications (ISITA) ◽

10.23919/isita.2018.8664339 ◽

2018 ◽

Author(s):

Akira Yamawaki ◽

Hiroshi Kamabe ◽

Shan Lu

Keyword(s):

Upper Bound

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On an upper bound of $\lambda$-invariants of $\mathbb{Z}_p$-extensions over an imaginary quadratic field

Journal of the Mathematical Society of Japan ◽

10.2969/jmsj/77017701 ◽

2019 ◽

Vol 71 (3) ◽

pp. 1005-1026 ◽

Cited By ~ 1

Author(s):

Kazuaki MURAKAMI

Keyword(s):

Upper Bound ◽

Quadratic Field ◽

Imaginary Quadratic Field

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Faculty Opinions recommendation of Experimental determination of upper bound for transition path times in protein folding from single-molecule photon-by-photon trajectories.

Faculty Opinions – Post-Publication Peer Review of the Biomedical Literature ◽

10.3410/f.2748957.2412055 ◽

2010 ◽

Author(s):

Victor Munoz ◽

Athi N Naganathan

Keyword(s):

Protein Folding ◽

Experimental Determination ◽

Single Molecule ◽

Upper Bound ◽

Transition Path

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Research on the upper bound of delay based on the form of moment generating function

Theoretical Mathematics Study ◽

10.35534/tms.0201003c ◽

2002 ◽

Vol 2 (1) ◽

pp. 14-23

Author(s):

Duan Pengfei

Keyword(s):

Generating Function ◽

Upper Bound ◽

Moment Generating Function

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An Upper Bound of Loss Given Default for Exposures to Financial Institutions

SSRN Electronic Journal ◽

10.2139/ssrn.2873032 ◽

2014 ◽

Author(s):

Dirk Tasche

Keyword(s):

Financial Institutions ◽

Upper Bound ◽

Loss Given Default

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