Pages that link to "Item:Q3175862"
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The following pages link to A Monte Carlo simulation on pricing of high dimensional American options based on variance reduction (Q3175862):
Displaying 6 items.
- Pricing multi-asset American-style options by memory reduction Monte Carlo methods (Q849756) (← links)
- An improved simulation method for pricing high-dimensional American derivatives. (Q1873029) (← links)
- Quasi-Monte Carlo simulation for American option sensitivities (Q2146323) (← links)
- A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction (Q2356102) (← links)
- (Q2888116) (← links)
- A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models (Q4610213) (← links)