Pages that link to "Item:Q2023956"
From MaRDI portal
The following pages link to General multilevel Monte Carlo methods for pricing discretely monitored Asian options (Q2023956):
Displaying 9 items.
- Multilevel Monte Carlo for Asian options and limit theorems (Q742078) (← links)
- Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations (Q2029925) (← links)
- Path-dependent game options with Asian features (Q2128183) (← links)
- On the effective dimension and multilevel Monte Carlo (Q2157920) (← links)
- A multi-level dimension reduction Monte-Carlo method for jump-diffusion models (Q2360709) (← links)
- Multilevel Monte Carlo for exponential Lévy models (Q2412390) (← links)
- Control variates and conditional Monte Carlo for basket and Asian options (Q2443219) (← links)
- Pricing exotic options using MSL-MC (Q2866370) (← links)
- Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)