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.
- (Q4226821) (← links)
- Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs (Q4409042) (← links)
- A new approximate swaption formula in the LIBOR market model: an asymptotic expansion approach (Q4449553) (← links)
- Valuing catastrophe bonds by Monte Carlo simulations (Q4449554) (← links)
- SPiDER-An advanced symbolic debugger for Fortran 90/HPF programs (Q4539929) (← links)
- Volatility skews and extensions of the Libor market model (Q4541584) (← links)
- Monte Carlo applied to exotic digital options (Q4551195) (← links)
- On an automatic and optimal importance sampling approach with applications in finance (Q4554214) (← links)
- Importance Sampling for Metastable and Multiscale Dynamical Systems (Q4555224) (← links)
- (Q4564888) (← links)
- EXPLICIT HESTON SOLUTIONS AND STOCHASTIC APPROXIMATION FOR PATH-DEPENDENT OPTION PRICING (Q4608114) (← links)
- Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models (Q4610269) (← links)
- Pricing Arithmetic Asian Options Under Lévy Models by Backward Induction in the Dual Space (Q4635240) (← links)
- A variance reduction technique based on integral representations (Q4646798) (← links)
- THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE (Q4653015) (← links)
- Pricing Discrete European Barrier Options Using Lattice Random Walks (Q4825513) (← links)
- Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities (Q4827312) (← links)
- Exercise Regions And Efficient Valuation Of American Lookback Options (Q4827313) (← links)
- Pricing high-dimensional Bermudan options using the stochastic grid method (Q4903543) (← links)
- Métodos de apreçamento de opções americanas e determinação da curva de gatilho através da simulação de Monte Carlo (Q4905625) (← links)
- An efficient exponential twisting importance sampling technique for pricing financial derivatives (Q5022767) (← links)
- Data Breach CAT Bonds: Modeling and Pricing (Q5027907) (← links)
- An efficient conditional Monte Carlo method for European option pricing with stochastic volatility and stochastic interest rate (Q5030552) (← links)
- Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕} (Q5082038) (← links)
- Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning (Q5087735) (← links)
- FAST ANDROID IMPLIMENTATION OF MONTE CARLO SIMULATION FOR PRICING EQUITY-LINKED SECURITIES (Q5149909) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
- FINITE DIFFERENCE METHOD FOR THE TWO-DIMENSIONAL BLACK-SCHOLES EQUATION WITH A HYBRID BOUNDARY CONDITION (Q5213111) (← links)
- (Q5213126) (← links)
- Pricing of geometric Asian options under Heston's stochastic volatility model (Q5247235) (← links)
- Front-fixing FEMs for the pricing of American options based on a PML technique (Q5249951) (← links)
- Projection and Contraction Method for the Valuation of American Options (Q5251351) (← links)
- Importance Sampling for Backward SDEs (Q5305278) (← links)
- Pricing Bermudan options using low-discrepancy mesh methods (Q5397421) (← links)
- A STATE‐SPACE PARTITIONING METHOD FOR PRICING HIGH‐DIMENSIONAL AMERICAN‐STYLE OPTIONS (Q5427663) (← links)
- MONTE CARLO EVALUATION OF AMERICAN OPTIONS USING CONSUMPTION PROCESSES (Q5483499) (← links)
- LOCALIZED MONTE CARLO ALGORITHM TO COMPUTE PRICES OF PATH DEPENDENT OPTIONS ON TREES (Q5696293) (← links)
- THE PRICING OF EXOTIC OPTIONS BY MONTE–CARLO SIMULATIONS IN A LÉVY MARKET WITH STOCHASTIC VOLATILITY (Q5696880) (← links)
- A moment expansion approach to option pricing (Q5697340) (← links)
- Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products (Q5718216) (← links)
- Dynamic Fund Protection (Q5718218) (← links)
- Monotone methods in counterparty risk models with nonlinear Black-Scholes-type equations (Q6055837) (← links)
- Quantum Monte Carlo for economics: stress testing and macroeconomic deep learning (Q6094454) (← links)
- Generative adversarial networks applied to synthetic financial scenarios generation (Q6099023) (← links)
- An efficient algorithm for pricing reinsurance contract under the regime-switching model (Q6108199) (← links)
- Pricing Asian options with stochastic convenience yield and jumps (Q6158429) (← links)
- An integral equation approach for pricing American put options under regime-switching model (Q6176012) (← links)
- Lower bounds for American option prices with control variates (Q6556178) (← links)
- Fixed-income average options: a pricing approach based on Gaussian mean-reverting cyclical models (Q6573361) (← links)
- A two-factor structural model for valuing corporate securities (Q6594918) (← links)
