Pages that link to "Item:Q3186649"
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The following pages link to Importance Sampling for Option Greeks with Discontinuous Payoffs (Q3186649):
Displaying 8 items.
- Unbiased and efficient Greeks of financial options (Q483704) (← links)
- An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options (Q1634312) (← links)
- On the optimal design of the randomized unbiased Monte Carlo estimators (Q2060580) (← links)
- Implementing importance sampling in the least-squares Monte Carlo approach for American options (Q2895135) (← links)
- Kernel Estimation of the Greeks for Options with Discontinuous Payoffs (Q3013921) (← links)
- Dirichlet Bridge Sampling for the Variance Gamma Process: Pricing Path-Dependent Options (Q3117805) (← links)
- (Q3386773) (← links)
- Quasi-Monte Carlo-based conditional pathwise method for option Greeks (Q5215438) (← links)