Pages that link to "Item:Q1639548"
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The following pages link to A hybrid Monte Carlo acceleration method of pricing basket options based on splitting (Q1639548):
Displaying 3 items.
- Pricing of spread and exchange options in a rough jump-diffusion market (Q2088861) (← links)
- An efficient conditional Monte Carlo method for European option pricing with stochastic volatility and stochastic interest rate (Q5030552) (← links)
- An efficient acceleration Monte Carlo simulation for pricing Asian option under variance gamma process by splitting (Q5031764) (← links)