ANALYZING THE BIAS IN THE PRIMAL-DUAL UPPER BOUND METHOD FOR EARLY EXERCISABLE DERIVATIVES: BOUNDS, ESTIMATION AND REMOVAL MARK S. JOSHI Abstract. We analyze the primal-dual upper bound method and prove that its bias is - Upper bound theorem - Document - PDFSEARCH.IO

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	ANALYZING THE BIAS IN THE PRIMAL-DUAL UPPER BOUND METHOD FOR EARLY EXERCISABLE DERIVATIVES: BOUNDS, ESTIMATION AND REMOVAL MARK S. JOSHI Abstract. We analyze the primal-dual upper bound method and prove that its bias is Add to Reading List Document Date: 2014-04-02 01:47:53 Open Document File Size: 1,24 MB Share Result on Facebook IndustryTerm exercised product / bias-removal algorithm / interest rate products / / Person Nicholas Yap / MARK S. JOSHI / Louis Chen / / Position Cao / / ProgrammingLanguage R / / Technology simulation / bias-removal algorithm / / URL http / SocialTag Central limit theorem Mathematics Statistics Mathematical analysis Normal distribution

ANALYZING THE BIAS IN THE PRIMAL-DUAL UPPER BOUND METHOD FOR EARLY EXERCISABLE DERIVATIVES: BOUNDS, ESTIMATION AND REMOVAL MARK S. JOSHI Abstract. We analyze the primal-dual upper bound method and prove that its bias is Add to Reading List