Pages that link to "Item:Q2924611"

The following pages link to An efficient accelerating method of conditional Monte-Carlo simulation for two-factor option pricing model (Q2924611):

Displaying 7 items.

• Efficient Monte Carlo pricing of European options using mean value control variates (Q1601356) (← links)
• A hybrid Monte Carlo acceleration method of pricing basket options based on splitting (Q1639548) (← links)
• Advanced Monte Carlo pricing of European options in a market model with two stochastic volatilities (Q1980756) (← links)
• Efficient simulation of a multi-factor stochastic volatility model (Q2349593) (← links)
• An efficient conditional Monte Carlo method for European option pricing with stochastic volatility and stochastic interest rate (Q5030552) (← links)
• Pricing accelerated simulation theory of generalized autoregressive conditional heteroskedasticity model (Q5196337) (← links)
• Conditional Monte Carlo hybrid acceleration method under stochastic interest rate model and its applications (Q5196962) (← links)