Pages that link to "Item:Q5502856"
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The following pages link to Quasi-Monte Carlo methods for the Kou model (Q5502856):
Displaying 4 items.
- Quasi-Monte Carlo methods for lattice systems: a first look (Q525790) (← links)
- An efficient backward Monte Carlo estimator for solving a quantum-kinetic equation with memory kernel (Q1614055) (← links)
- Backward simulation methods for pricing American options under the CIR process (Q4555172) (← links)
- Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting (Q5742555) (← links)