Pages that link to "Item:Q1022420"
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The following pages link to Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options (Q1022420):
Displaying 9 items.
- An analysis of path-dependent options (Q261989) (← links)
- Multidimensional quasi-Monte Carlo Malliavin Greeks (Q377789) (← links)
- Implementing quasi-Monte Carlo simulations with linear transformations (Q545523) (← links)
- Pricing and hedging Asian basket options with quasi-Monte Carlo simulations (Q1945610) (← links)
- Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies (Q1994388) (← links)
- Dimension reduction techniques in quasi-Monte Carlo methods for option pricing (Q2901081) (← links)
- An efficient accelerating method of conditional Monte-Carlo simulation for two-factor option pricing model (Q2924611) (← links)
- An Accelerating Quasi-Monte Carlo Method for Option Pricing Under the Generalized Hyperbolic Lévy Process (Q3567028) (← links)
- Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction (Q5738153) (← links)
