Pages that link to "Item:Q2786033"
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The following pages link to Pricing and deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier (Q2786033):
Displaying 5 items.
- Digital barrier options pricing: an improved Monte Carlo algorithm (Q2398005) (← links)
- Fast and accurate pricing of discretely monitored barrier options by numerical path integration (Q2461660) (← links)
- On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo (Q2473285) (← links)
- Conditional sampling for barrier option pricing under the LT method (Q2873131) (← links)
- Conditioning on One-Step Survival for Barrier Option Simulations (Q3635045) (← links)