Pages that link to "Item:Q1391435"
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The following pages link to Monte Carlo methods for security pricing (Q1391435):
Displaying 50 items.
- Quasi-Monte Carlo simulation for American option sensitivities (Q2146323) (← links)
- Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
- Error estimates for backward Euler finite element approximations of American call option valuation (Q2206646) (← links)
- Efficient exponential timestepping algorithm using control variate technique for simulating a functional of exit time of one-dimensional Brownian diffusion with applications in finance (Q2211897) (← links)
- The forward-path method for pricing multi-asset American-style options under general diffusion processes (Q2252387) (← links)
- DG method for pricing European options under Merton jump-diffusion model. (Q2280454) (← links)
- Geometric Asian options pricing under the double Heston stochastic volatility model with stochastic interest rate (Q2325143) (← links)
- A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes (Q2344885) (← links)
- Model-based pricing for financial derivatives (Q2347719) (← links)
- A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction (Q2356102) (← links)
- Catastrophe risk bonds with applications to earthquakes (Q2356239) (← links)
- A convergent quadratic-time lattice algorithm for pricing European-style Asian options (Q2383617) (← links)
- Randomised mixture models for pricing kernels (Q2398578) (← links)
- Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
- Dynamic portfolio choice: a simulation-and-regression approach (Q2402578) (← links)
- Efficient randomized quasi-Monte Carlo methods for portfolio market risk (Q2404543) (← links)
- On a new family of radial basis functions: mathematical analysis and applications to option pricing (Q2406292) (← links)
- Pricing and risk of swing contracts in natural gas markets (Q2418428) (← links)
- A new control variate estimator for an Asian option (Q2431779) (← links)
- Alternative sampling methods for estimating multivariate normal probabilities (Q2439057) (← links)
- Space-time adaptive finite difference method for European multi-asset options (Q2468901) (← links)
- On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo (Q2473285) (← links)
- Stochastic ceteris paribus simulations (Q2476607) (← links)
- A sample-path approach to optimal position liquidation (Q2480246) (← links)
- New Brownian bridge construction in quasi-Monte Carlo methods for computational finance (Q2483201) (← links)
- Variance reduction in sample approximations of stochastic programs (Q2487848) (← links)
- Statistical Romberg extrapolation: a new variance reduction method and applications to option pricing (Q2496505) (← links)
- Monte Carlo methods for pricing financial options (Q2571446) (← links)
- An efficient convergent lattice algorithm for European Asian options (Q2571992) (← links)
- An iterative splitting method for pricing European options under the Heston model (Q2660110) (← links)
- Development and performance analysis of real-world applications for distributed and parallel architectures (Q2744781) (← links)
- Monte Carlo methods for security pricing (Q2771104) (← links)
- Exact pricing with stochastic volatility and jumps (Q2786345) (← links)
- Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications (Q2794727) (← links)
- Pricing Bermudan options under Merton jump-diffusion asset dynamics (Q2804498) (← links)
- High-dimensional portfolio optimization with transaction costs (Q2814667) (← links)
- PERTURBATION STABLE CONDITIONAL ANALYTIC MONTE-CARLO PRICING SCHEME FOR AUTO-CALLABLE PRODUCTS (Q3005957) (← links)
- Constructions of nets via OAs of strength 3 with a prescribed property (Q3084614) (← links)
- Efficient Pricing of Ratchet Equity-Indexed Annuities in a Variance-Gamma Economy (Q3088978) (← links)
- (Q3159735) (← links)
- ON THE ERROR IN THE MONTE CARLO PRICING OF SOME FAMILIAR EUROPEAN PATH-DEPENDENT OPTIONS (Q3370591) (← links)
- Regression methods in pricing American and Bermudan options using consumption processes (Q3395739) (← links)
- Path integral pricing of Asian options on state-dependent volatility models (Q3498562) (← links)
- Fast swaption pricing under the market model with a square-root volatility process (Q3498563) (← links)
- Demand forecasting and smoothing capacity planning for products with high random demand volatility (Q3498898) (← links)
- Pricing Options Using Lattice Rules (Q3518776) (← links)
- Least-squares Importance Sampling for Monte Carlo security pricing (Q3605223) (← links)
- Improved lower and upper bound algorithms for pricing American options by simulation (Q3605244) (← links)
- Hydropower with Financial Information* (Q3617307) (← links)
- Pricing and capital requirements for with profit contracts: modelling considerations (Q3650962) (← links)
