Pages that link to "Item:Q3370591"
From MaRDI portal
The following pages link to ON THE ERROR IN THE MONTE CARLO PRICING OF SOME FAMILIAR EUROPEAN PATH-DEPENDENT OPTIONS (Q3370591):
Displaying 4 items.
- Comment on ‘Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes’ by C. Ribeiro and N. Webber (Q3565102) (← links)
- Foresight Bias and Suboptimality Correction in Monte—Carlo Pricing of Options with Early Exercise (Q3618166) (← links)
- Amostragem descritiva no apreçamento de opções européias através de simulação Monte Carlo: o efeito da dimensionalidade e da probabilidade de exercício no ganho de precisão (Q3625792) (← links)
- Geometric bounds on certain sublinear functionals of geometric Brownian motion (Q4819504) (← links)