Regression Monte Carlo

A class of finite-dimensional numerically solvable McKean-Vlasov control problems

We address a class of McKean-Vlasov (MKV) control problems with common noise, called polynomial conditional MKV, and extending the known class of linear quadratic stochastic MKV control problems. We show how this polynomial class can be reduced by …

Option valuation and hedging using asymmetric risk function: asymptotic optimality through fully nonlinear partial differential equations

Discrete time hedging produces a residual risk, namely, the tracking error. The major problem is to get valuation/hedging policies minimizing this error. We evaluate the risk between trading dates through a function penalizing asymmetrically profits …