Pages that link to "Item:Q2398005"
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The following pages link to Digital barrier options pricing: an improved Monte Carlo algorithm (Q2398005):
Displaying 12 items.
- Equity-linked security pricing and greeks at arbitrary intermediate times using Brownian bridge (Q2293279) (← links)
- A computational method for solving stochastic Itô-Volterra integral equation with multi-stochastic terms (Q2418464) (← links)
- On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo (Q2473285) (← links)
- Pricing general barrier options: a numerical approach using sharp large deviations (Q2757306) (← links)
- Pricing and deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier (Q2786033) (← links)
- Application of simplest random walk algorithms for pricing barrier options (Q2849683) (← links)
- (Q4912347) (← links)
- BARRIER OPTIONS PRICING WITH JOINT DISTRIBUTION OF GAUSSIAN PROCESS AND ITS MAXIMUM (Q5367498) (← links)
- Exact Monte Carlo simulation of killed diffusions (Q5387088) (← links)
- PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS (Q5389100) (← links)
- DIGITAL DOUBLE BARRIER OPTIONS: SEVERAL BARRIER PERIODS AND STRUCTURE FLOORS (Q5411740) (← links)
- Exponential Ornstein-Uhlenbeck model for Asian barrier option pricing in uncertain environment (Q6671902) (← links)