Pages that link to "Item:Q2931944"
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The following pages link to Monte Carlo acceleration method for pricing variance derivatives under stochastic volatility models with jump diffusion (Q2931944):
Displaying 3 items.
- An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures (Q323335) (← links)
- A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models (Q4610213) (← links)
- An efficient exponential twisting importance sampling technique for pricing financial derivatives (Q5022767) (← links)