Pages that link to "Item:Q3115936"
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The following pages link to Asymptotic Properties of Monte Carlo Estimators of Derivatives (Q3115936):
Displaying 12 items.
- Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
- Monte Carlo methods for derivatives of options with discontinuous payoffs (Q1019974) (← links)
- Indirect inference with a non-smooth criterion function (Q2330740) (← links)
- Malliavin Greeks without Malliavin calculus (Q2464862) (← links)
- Kernel estimation of Greek weights by parameter randomization (Q2467608) (← links)
- Computation of optimal portfolios using simulation-based dimension reduction (Q2518536) (← links)
- Monte-Carlo Valuation of American Options: Facts and New Algorithms to Improve Existing Methods (Q2917432) (← links)
- Gas Storage Hedging (Q2917445) (← links)
- A new stochastic derivative estimator for discontinuous payoff functions with application to financial derivatives (Q2917637) (← links)
- Asymptotic Normality for EMS Option Price Estimator with Continuous or Discontinuous Payoff Functions (Q3117854) (← links)
- Double Kernel Estimation of Sensitivities (Q3182432) (← links)
- TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO (Q3608735) (← links)