Foresight Bias

CondExpEstimationPredictorRealizationDiagram_en
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.