Pages that link to "Item:Q5421246"
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The following pages link to Exact retrospective Monte Carlo computation of arithmetic average Asian options (Q5421246):
Displaying 9 items.
- Unbiased simulation of stochastic differential equations (Q1704137) (← links)
- \(\varepsilon\)-strong simulation of the Brownian path (Q1932226) (← links)
- On the pricing of Asian options with geometric average of American type with stochastic interest rate: a stochastic optimal control approach (Q2274620) (← links)
- On nonnegative unbiased estimators (Q2343962) (← links)
- Sequential Monte Carlo Methods for Option Pricing (Q3168706) (← links)
- Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes (Q5219720) (← links)
- Importance Sampling for Backward SDEs (Q5305278) (← links)
- Unbiased Monte Carlo estimate of stochastic differential equations expectations (Q5350276) (← links)
- A strengthened solution to option manipulation (Q5883609) (← links)