Pages that link to "Item:Q2901081"

The following pages link to Dimension reduction techniques in quasi-Monte Carlo methods for option pricing (Q2901081):

Displaying 16 items.

• Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options (Q1022420) (← links)
• Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions (Q1643844) (← links)
• The effective dimension and quasi-Monte Carlo integration (Q1869960) (← links)
• Pricing and hedging Asian basket options with quasi-Monte Carlo simulations (Q1945610) (← links)
• On the optimal design of the randomized unbiased Monte Carlo estimators (Q2060580) (← links)
• Quasi-Monte Carlo simulation for American option sensitivities (Q2146323) (← links)
• On the use of dimension reduction techniques in quasi-Monte Carlo methods (Q2389861) (← links)
• Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
• New Brownian bridge construction in quasi-Monte Carlo methods for computational finance (Q2483201) (← links)
• Computation of optimal portfolios using simulation-based dimension reduction (Q2518536) (← links)
• (Q2888116) (← links)
• Quasi-Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction (Q3013920) (← links)
• On the Effects of Dimension Reduction Techniques on Some High-Dimensional Problems in Finance (Q3392044) (← links)
• A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models (Q4610213) (← links)
• Primal–dual quasi-Monte Carlo simulation with dimension reduction for pricing American options (Q5139263) (← links)
• Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction (Q5738153) (← links)