Pages that link to "Item:Q1951209"
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The following pages link to Mixing Monte-Carlo and partial differential equations for pricing options (Q1951209):
Displaying 6 items.
- Option pricing via Monte Carlo simulation. A weak derivative approach (Q2748552) (← links)
- Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance (Q4682492) (← links)
- Monte-Carlo method for option pricing in sub-diffusive arithmetic models (Q5018593) (← links)
- Isogeometric analysis in option pricing (Q5031706) (← links)
- Mixing LSMC and PDE Methods to Price Bermudan Options (Q5112723) (← links)
- A fast Monte Carlo scheme for additive processes and option pricing (Q6134302) (← links)
