Pages that link to "Item:Q3180402"
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The following pages link to Monte Carlo simulations with dual variables pricing of barrier options in a stochastic volatility model (Q3180402):
Displaying 6 items.
- Valuation of FX barrier options under stochastic volatility (Q1000409) (← links)
- Using forward Monte-Carlo simulation for the valuation of American barrier options (Q1639295) (← links)
- Advanced Monte Carlo pricing of European options in a market model with two stochastic volatilities (Q1980756) (← links)
- Efficient simulation for pricing barrier options with two-factor stochastic volatility and stochastic interest rate (Q1992683) (← links)
- Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate (Q2672922) (← links)
- (Q4912347) (← links)