Pages that link to "Item:Q1583155"
From MaRDI portal
The following pages link to Applications of randomized low discrepancy sequences to the valuation of complex securities (Q1583155):
Displaying 16 items.
- Computational investigations of scrambled Faure sequences (Q622175) (← links)
- Subsampling bias and the best-discrepancy systematic cross validation (Q829119) (← links)
- Comparison of randomization techniques for low-discrepancy sequences in finance (Q867694) (← links)
- Randomized quasi-Monte Carlo methods in pricing securities (Q953725) (← links)
- Random sampling from low-discrepancy sequences: applications to option pricing (Q1876780) (← links)
- Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations (Q2178364) (← links)
- Spatial low-discrepancy sequences, spherical cone discrepancy, and applications in financial modeling (Q2345677) (← links)
- Alternative sampling methods for estimating multivariate normal probabilities (Q2439057) (← links)
- Computation of optimal portfolios using simulation-based dimension reduction (Q2518536) (← links)
- On the use of low discrepancy sequences in Monte Carlo methods (Q3123977) (← links)
- Real-Time Valuation of Large Variable Annuity Portfolios: A Green Mesh Approach (Q3385433) (← links)
- Pricing Options Using Lattice Rules (Q3518776) (← links)
- THE EFFECT OF RANDOMIZED LOW DISCREPANCY SEQUENCES IN OPTION PRICING(Special Issue on Theory, Methodology and Applications in Financial Engneering) (Q4803743) (← links)
- Pricing Bermudan options using low-discrepancy mesh methods (Q5397421) (← links)
- Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products (Q5718216) (← links)
- On a Full Monte Carlo Approach to Computational Finance (Q6165467) (← links)
