Pages that link to "Item:Q4554735"
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The following pages link to Variance Reduction for Asian Options under a General Model Framework* (Q4554735):
Displaying 16 items.
- A general control variate method for option pricing under Lévy processes (Q132360) (← links)
- Using the continuous price as control variate for discretely monitored options (Q433633) (← links)
- 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 Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
- General multilevel Monte Carlo methods for pricing discretely monitored Asian options (Q2023956) (← links)
- A general control variate method for Lévy models in finance (Q2178156) (← links)
- On the pricing of Asian options with geometric average of American type with stochastic interest rate: a stochastic optimal control approach (Q2274620) (← links)
- A new control variate estimator for an Asian option (Q2431779) (← links)
- Jumps and stochastic volatility in crude oil prices and advances in average option pricing (Q4554251) (← links)
- Optimizing Adaptive Importance Sampling by Stochastic Approximation (Q4584930) (← links)
- Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions (Q5031759) (← links)
- An efficient acceleration Monte Carlo simulation for pricing Asian option under variance gamma process by splitting (Q5031764) (← links)
- Least-square-based control variate method for pricing options under general factor models (Q5031850) (← links)
- Control variate methods and applications to Asian and basket options pricing under jump-diffusion models (Q5382642) (← links)
- Dynamic Finite-Budget Allocation of Stratified Sampling with Adaptive Variance Reduction by Strata (Q6039251) (← links)
- Pricing discretely monitored Asian options under regime-switching and stochastic volatility models with jumps (Q6182318) (← links)
