Pages that link to "Item:Q1936188"
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The following pages link to Efficient basket Monte Carlo option pricing via a simple analytical approximation (Q1936188):
Displaying 14 items.
- Pricing and hedging basket options with exact moment matching (Q343968) (← links)
- Stochastic covariance and dimension reduction in the pricing of basket options (Q345719) (← links)
- A simple efficient approximation to price basket stock options with volatility smile (Q525204) (← links)
- Approximate basket options valuation for a jump-diffusion model (Q659118) (← links)
- Pricing basket options by polynomial approximations (Q670300) (← links)
- Calibration of a basket option model applied to company valuation (Q1397058) (← links)
- Pricing of arithmetic basket options by conditioning. (Q1430672) (← links)
- A hybrid Monte Carlo acceleration method of pricing basket options based on splitting (Q1639548) (← links)
- A framework for robust measurement of implied correlation (Q2517482) (← links)
- Asymptotics beats Monte Carlo: the case of correlated local vol baskets (Q2922151) (← links)
- Smoothing the payoff for efficient computation of Basket option prices (Q4554434) (← links)
- Basket Option Pricing and Implied Correlation in a One-Factor Lévy Model (Q4689916) (← links)
- Enhancing Accuracy of Deep Learning Algorithms by Training with Low-Discrepancy Sequences (Q5001377) (← links)
- Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions (Q5031759) (← links)
