Pages that link to "Item:Q4363657"

The following pages link to Quasi-Monte Carlo Methods in Numerical Finance (Q4363657):

Displaying 18 items.

• Fast convergence of quasi-Monte Carlo for a class of isotropic integrals (Q4517523) (← links)
• ANALYSIS OF THE ANOMALY OF ran1() GENERATOR IN MONTE CARLO PRICING OF FINANCIAL DERIVATIVES (Q4538107) (← links)
• Quasi-Monte Carlo methods for derivatives on realised variance of an index under the benchmark approach (Q4639250) (← links)
• A variance reduction technique based on integral representations (Q4646798) (← links)
• Series Expansions and Direct Inversion for the Heston Model (Q4988549) (← links)
• Primal–dual quasi-Monte Carlo simulation with dimension reduction for pricing American options (Q5139263) (← links)
• HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
• Implied stopping rules for American basket options from Markovian projection (Q5234298) (← links)
• Pricing Bermudan options using low-discrepancy mesh methods (Q5397421) (← links)
• Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products (Q5718216) (← links)
• Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction (Q5738153) (← links)
• A new method for generating approximation algorithms for financial mathematics applications (Q5745631) (← links)
• Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance (Q5856682) (← links)
• The reset decision for segregated fund maturity guarantees (Q5956049) (← links)
• On a Full Monte Carlo Approach to Computational Finance (Q6165467) (← links)
• Approximating inverse cumulative distribution functions to produce approximate random variables (Q6601383) (← links)
• Conditional moment matching for pricing arithmetic Asian options under Vasicek interest rate model (Q6615089) (← links)
• Joint modeling of multistate and nonparametric multivariate longitudinal data (Q6616397) (← links)