Pages that link to "Item:Q5018593"
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The following pages link to Monte-Carlo method for option pricing in sub-diffusive arithmetic models (Q5018593):
Displaying 6 items.
- Option pricing in subdiffusive Bachelier model (Q650194) (← links)
- Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies (Q1994388) (← links)
- Option pricing in illiquid markets: a fractional jump-diffusion approach (Q2195887) (← links)
- A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models (Q4610213) (← links)
- A fast Monte Carlo scheme for additive processes and option pricing (Q6134302) (← links)
- A subdiffusive stochastic volatility jump model (Q6166218) (← links)