Pages that link to "Item:Q323335"
From MaRDI portal
The following pages link to An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures (Q323335):
Displaying 4 items.
- A general control variate method for multi-dimensional SDEs: an application to multi-asset options under local stochastic volatility with jumps models in finance (Q1698923) (← links)
- Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations (Q2029925) (← links)
- Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo (Q2076930) (← links)
- Quasi-Monte Carlo methods for derivatives on realised variance of an index under the benchmark approach (Q4639250) (← links)
