Pages that link to "Item:Q2896632"
From MaRDI portal
The following pages link to Monte Carlo method for value of exotic options in the diffusion model with jumps (Q2896632):
Displaying 3 items.
- Comment on ‘Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes’ by C. Ribeiro and N. Webber (Q3565102) (← links)
- A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models (Q4610213) (← links)
- Monte-Carlo method for option pricing in sub-diffusive arithmetic models (Q5018593) (← links)