Pages that link to "Item:Q1019974"
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The following pages link to Monte Carlo methods for derivatives of options with discontinuous payoffs (Q1019974):
Displaying 7 items.
- Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies (Q1994388) (← links)
- A new stochastic derivative estimator for discontinuous payoff functions with application to financial derivatives (Q2917637) (← links)
- Asymptotic Properties of Monte Carlo Estimators of Derivatives (Q3115936) (← links)
- (Q3159735) (← links)
- Sequential Monte Carlo Methods for Option Pricing (Q3168706) (← links)
- A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing (Q4957242) (← links)
- Monte-Carlo method for option pricing in sub-diffusive arithmetic models (Q5018593) (← links)