Pages that link to "Item:Q2748552"
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The following pages link to Option pricing via Monte Carlo simulation. A weak derivative approach (Q2748552):
Displaying 11 items.
- Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation (Q1745943) (← links)
- Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies (Q1994388) (← links)
- A note on perturbation analysis estimators for American-style options (Q2709782) (← links)
- Sensitivity analysis for Monte Carlo simulation of option pricing (Q2805366) (← links)
- A new stochastic derivative estimator for discontinuous payoff functions with application to financial derivatives (Q2917637) (← links)
- Efficient price sensitivity estimation of financial derivatives by weak derivatives (Q3168630) (← links)
- Derivatives of Markov Kernels and Their Jordan Decomposition (Q3527976) (← links)
- What you should know about simulation and derivatives (Q3612294) (← links)
- A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters (Q4969338) (← links)
- A systematic and efficient simulation scheme for the Greeks of financial derivatives (Q5234352) (← links)
- Gradient estimation for smooth stopping criteria (Q6043458) (← links)
