Pages that link to "Item:Q3405464"
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The following pages link to Adaptive (Quasi-)Monte Carlo Methods for Pricing Path-Dependent Options (Q3405464):
Displaying 5 items.
- An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures (Q323335) (← links)
- An adaptive averaging binomial method for option valuation (Q2450702) (← links)
- An Accelerating Quasi-Monte Carlo Method for Option Pricing Under the Generalized Hyperbolic Lévy Process (Q3567028) (← links)
- (Q4912347) (← links)
- A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing (Q4957242) (← links)