Pages that link to "Item:Q4610213"
From MaRDI portal
The following pages link to A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models (Q4610213):
Displaying 12 items.
- An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures (Q323335) (← links)
- A Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor CIR model (Q1633313) (← links)
- A dimension reduction Shannon-wavelet based method for option pricing (Q1635866) (← links)
- A multi-level dimension reduction Monte-Carlo method for jump-diffusion models (Q2360709) (← links)
- Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
- (Q2888116) (← links)
- Dimension reduction techniques in quasi-Monte Carlo methods for option pricing (Q2901081) (← links)
- Efficient exposure computation by risk factor decomposition (Q4619510) (← links)
- Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance (Q4682492) (← links)
- An efficient conditional Monte Carlo method for European option pricing with stochastic volatility and stochastic interest rate (Q5030552) (← links)
- Mixing LSMC and PDE Methods to Price Bermudan Options (Q5112723) (← links)
- Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction (Q5738153) (← links)
