Pages that link to "Item:Q1626511"
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The following pages link to Pricing bounds for volatility derivatives via duality and least squares Monte Carlo (Q1626511):
Displaying 3 items.
- Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations (Q777908) (← links)
- Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies (Q1994388) (← links)
- Joint Modeling and Calibration of SPX and VIX by Optimal Transport (Q5019589) (← links)