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Inforce Data Compression Methods for Actuarial Modeling
Inforce Data Compression Methods for Actuarial Modeling ... not possible? m e t h o d s f o r a c t u a r i a l m o d e l i ... o r c e d a t a c o m p r e s s i o n Why is understanding compression methods ...- Authors: Matthew Wininger
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Modeling efficiency
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A Bias Reduction Technique for Monte Carlo Pricing of Early Exercise Options
A Bias Reduction Technique for Monte Carlo Pricing of Early Exercise Options This presentation ... – p. 8/12 Example: Setup • 5 underlying stocks S = (S1, S2, S3, S4, S5)′ • Price a 3-year American-style ...- Authors: Ronald Mark Reesor, MATT DAVISON, Tyson Whitehead
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Modeling efficiency