Pages that link to "Item:Q2709776"
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The following pages link to Pricing exotic options. Monotonicity in volatility and efficient simulation (Q2709776):
Displaying 7 items.
- Pricing exotic derivatives exploiting structure (Q299917) (← links)
- Volatility time and properties of option prices (Q1425480) (← links)
- On the pricing of exotic options: a new closed-form valuation approach (Q2213572) (← links)
- On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo (Q2473285) (← links)
- MONOTONICITY AND CONVEXITY OF OPTION PRICES REVISITED (Q4419302) (← links)
- Highs and lows: Some properties of the extremes of a diffusion and applications in finance (Q4801371) (← links)
- Computational Science - ICCS 2004 (Q5712714) (← links)