Simulated Greeks for American Options

Explore a comprehensive lecture on simulated Greeks for American options presented by Dr. Lars Stentoft from Western University. Delve into the intricacies of hedging, Greeks, and the current state of literature in this field. Examine the general setup, state variables, and regression techniques used in option pricing. Analyze the theorem and results presented, comparing methodologies and their effectiveness. Gain insights into the differences between European and American options through this in-depth 50-minute seminar, part of the 2021-2022 Quantitative Finance Seminar series at the Fields Institute.

Introduction
Hedging
Greeks
Review
State of the literature
General setup
State variables
Regression
Theorem
Results
Method
Comparison
Does it work
Comparing European and American options