Pages that link to "Item:Q5106815"
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The following pages link to Some contributions to sequential Monte Carlo methods for option pricing (Q5106815):
Displaying 4 items.
- Comparison of least squares Monte Carlo methods with applications to energy real options (Q1752185) (← links)
- Second-order extended particle filter with exponential family observation model (Q5036862) (← links)
- Option pricing under stochastic volatility models with latent volatility (Q6053121) (← links)
- A fast Monte Carlo scheme for additive processes and option pricing (Q6134302) (← links)