Pages that link to "Item:Q4363594"

The following pages link to Estimating Security Price Derivatives Using Simulation (Q4363594):

Displaying 40 items.

• Importance Sampling for Option Greeks with Discontinuous Payoffs (Q3186649) (← links)
• Online Risk Monitoring Using Offline Simulation (Q3386770) (← links)
• (Q3386773) (← links)
• PIDE and Solution Related to Pricing of Lévy Driven Arithmetic Type Floating Asian Options (Q3448333) (← links)
• Derivative-free Greeks for the Barndorff-Nielsen and Shephard stochastic volatility model (Q3585334) (← links)
• What you should know about simulation and derivatives (Q3612294) (← links)
• (Q4218379) (← links)
• Optimal Malliavin Weighting Function for the Computation of the Greeks (Q4409036) (← links)
• Local Vega Index and Variance Reduction Methods (Q4409039) (← links)
• Monte Carlo Evaluation of Greeks for Multidimensional Barrier and Lookback Options (Q4409040) (← links)
• MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS (Q4584697) (← links)
• SENSITIVITIES OF ASIAN OPTIONS IN THE BLACK–SCHOLES MODEL (Q4608115) (← links)
• Rapid and accurate development of prices and Greeks for<i>n</i>th to default credit swaps in the Li model (Q4610234) (← links)
• Smart Monte Carlo: various tricks using Malliavin calculus (Q4646793) (← links)
• Monte Carlo valuation of American options (Q4795996) (← links)
• Numerical approximations of McKean anticipative backward stochastic differential equations arising in initial margin requirements (Q4967860) (← links)
• A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters (Q4969338) (← links)
• Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions (Q5014169) (← links)
• Least-square-based control variate method for pricing options under general factor models (Q5031850) (← links)
• On the sensitivity analysis of energy quanto options (Q5046315) (← links)
• Efficient Nested Simulation for Conditional Tail Expectation of Variable Annuities (Q5139810) (← links)
• Kernel estimation of quantile sensitivities (Q5187931) (← links)
• Quasi-Monte Carlo-based conditional pathwise method for option Greeks (Q5215438) (← links)
• Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes (Q5219720) (← links)
• Second Order Discretization of Bismut--Elworthy--Li Formula: Application to Sensitivity Analysis (Q5228352) (← links)
• A systematic and efficient simulation scheme for the Greeks of financial derivatives (Q5234352) (← links)
• Optimization of Gaussian Random Fields (Q5264151) (← links)
• Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data (Q5265460) (← links)
• Efficient Monte Carlo option pricing under CEV model (Q5267914) (← links)
• Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (Q5270722) (← links)
• Unbiased Monte Carlo estimate of stochastic differential equations expectations (Q5350276) (← links)
• Exact retrospective Monte Carlo computation of arithmetic average Asian options (Q5421246) (← links)
• AN ADAPTIVE METHOD FOR EVALUATING MULTIDIMENSIONAL CONTINGENT CLAIMS: PART I (Q5696855) (← links)
• QUASI MONTE–CARLO EVALUATION OF SENSITIVITIES OF OPTIONS IN COMMODITY AND ENERGY MARKETS (Q5696881) (← links)
• Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing (Q5740211) (← links)
• Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance (Q5856682) (← links)
• Efficient pricing and hedging of high-dimensional American options using deep recurrent networks (Q6158427) (← links)
• Pricing discretely monitored Asian options under regime-switching and stochastic volatility models with jumps (Q6182318) (← links)
• A Bayesian approach to data-driven multi-stage stochastic optimization (Q6618149) (← links)
• 15 years of Adjoint Algorithmic Differentiation (AAD) in finance (Q6657706) (← links)