Foresight Bias
14. 07 06 - 22:45 - Category:
Mathematics
(English Text)
I participated in
the ECMI 2006 Mini-Symposium "Optimal stopping
and optimal control problems in finance", Madrid,
and the Risk Quant Congress USA 2006, New York.
The updated presentation of my talk "Monte-Carlo
Pricing of Bermudan Options: Removal of
Super-Optimal and Sub-Optimal Exercise" may
be download as a PDF
file.