The following pages link to (Q3102802):
Displaying 6 items.
- Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation (Q340795) (← links)
- Minimax perfect stopping rules for selling an asset near its ultimate maximum (Q1686562) (← links)
- Monte Carlo Computation in Finance (Q3405423) (← links)
- (Q4226821) (← links)
- A Cross-Entropy Scheme for Mixtures (Q5270729) (← links)
- Finance with Monte Carlo (Q5327416) (← links)