Pages that link to "Item:Q2875011"
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The following pages link to Good path generation methods in quasi-Monte Carlo for pricing financial derivatives (Q2875011):
Displaying 15 items.
- An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures (Q323335) (← links)
- How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? (Q413476) (← links)
- An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options (Q1634312) (← links)
- Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions (Q1643844) (← links)
- Spatial low-discrepancy sequences, spherical cone discrepancy, and applications in financial modeling (Q2345677) (← links)
- An iterative algorithm to determine the number of time steps in path generation methods (Q2814080) (← links)
- Efficiently pricing continuously monitored barrier options under stochastic volatility model with jumps (Q3174919) (← links)
- Quasi-Monte Carlo for discontinuous integrands with singularities along the boundary of the unit cube (Q3177719) (← links)
- On the Convergence Rate of Randomized Quasi--Monte Carlo for Discontinuous Functions (Q3196614) (← links)
- On the Error Rate of Conditional Quasi--Monte Carlo for Discontinuous Functions (Q4633796) (← links)
- Brownian Path Generation and Polynomial Chaos (Q4958391) (← links)
- Quasi-Monte Carlo-based conditional pathwise method for option Greeks (Q5215438) (← links)
- Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction (Q5738153) (← links)
- Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing (Q5740211) (← links)
- Conditional quasi-Monte Carlo with constrained active subspaces (Q6623714) (← links)
