Pages that link to "Item:Q2473285"

The following pages link to On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo (Q2473285):

Displaying 9 items.

• An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options (Q1634312) (← links)
• Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions (Q1643844) (← links)
• Digital barrier options pricing: an improved Monte Carlo algorithm (Q2398005) (← links)
• Pricing and deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier (Q2786033) (← links)
• Conditional sampling for barrier option pricing under the LT method (Q2873131) (← links)
• Pricing Discrete Barrier and Hindsight Options with the Tridiagonal Probability Algorithm (Q3114680) (← links)
• Conditioning on One-Step Survival for Barrier Option Simulations (Q3635045) (← links)
• (Q4912347) (← links)
• Importance Sampling for Backward SDEs (Q5305278) (← links)