Pages that link to "Item:Q2178156"
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The following pages link to A general control variate method for Lévy models in finance (Q2178156):
Displaying 5 items.
- A general control variate method for option pricing under Lévy processes (Q132360) (← links)
- Using the continuous price as control variate for discretely monitored options (Q433633) (← links)
- A general control variate method for multi-dimensional SDEs: an application to multi-asset options under local stochastic volatility with jumps models in finance (Q1698923) (← links)
- Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations (Q2029925) (← links)
- Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications (Q2794727) (← links)