Pages that link to "Item:Q1737183"
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The following pages link to On a one time-step Monte Carlo simulation approach of the SABR model: application to European options (Q1737183):
Displaying 12 items.
- On the data-driven COS method (Q2422825) (← links)
- A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
- Amostragem descritiva no apreçamento de opções européias através de simulação Monte Carlo: o efeito da dimensionalidade e da probabilidade de exercício no ganho de precisão (Q3625792) (← links)
- On an efficient multiple time step Monte Carlo simulation of the SABR model (Q4555160) (← links)
- A General Valuation Framework for SABR and Stochastic Local Volatility Models (Q4579833) (← links)
- Mass at zero in the uncorrelated SABR model and implied volatility asymptotics (Q4619519) (← links)
- A Highly Efficient Numerical Method for the SABR Model (Q4626505) (← links)
- Application of power series approximation techniques to valuation of European style options (Q5014193) (← links)
- FAST ANDROID IMPLIMENTATION OF MONTE CARLO SIMULATION FOR PRICING EQUITY-LINKED SECURITIES (Q5149909) (← links)
- Exact Simulation of the SABR Model (Q5360836) (← links)
- Stochastic local volatility models and the Wei-Norman factorization method (Q6105360) (← links)
- Implied value-at-risk and model-free simulation (Q6549615) (← links)
