Pages that link to "Item:Q5382642"
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The following pages link to Control variate methods and applications to Asian and basket options pricing under jump-diffusion models (Q5382642):
Displaying 4 items.
- 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)
- Modelling and computation of optimal multiple investment timing in multi-stage capacity expansion infrastructure projects (Q2076434) (← links)
- A new control variate estimator for an Asian option (Q2431779) (← links)
- Control variates and conditional Monte Carlo for basket and Asian options (Q2443219) (← links)