Pages that link to "Item:Q2976081"
From MaRDI portal
The following pages link to Quasi-Monte Carlo for finance beyond Black--Scholes (Q2976081):
Displaying 8 items.
- Multidimensional quasi-Monte Carlo Malliavin Greeks (Q377789) (← links)
- Randomized quasi-Monte Carlo methods in pricing securities (Q953725) (← links)
- Efficient randomized quasi-Monte Carlo methods for portfolio market risk (Q2404543) (← links)
- Quantum speedup of Monte Carlo integration with respect to the number of dimensions and its application to finance (Q2690258) (← links)
- Calibration of financial models using quasi-Monte Carlo (Q3087042) (← links)
- Quasi-Monte Carlo Methods in Numerical Finance (Q4363657) (← links)
- Quasi-Monte Carlo methods for derivatives on realised variance of an index under the benchmark approach (Q4639250) (← links)
- Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance (Q5856682) (← links)