Pages that link to "Item:Q4629470"
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The following pages link to VALUATION OF CONTINGENT GUARANTEES USING LEAST-SQUARES MONTE CARLO (Q4629470):
Displaying 5 items.
- Calculation of credit valuation adjustment based on least square Monte Carlo methods (Q1667063) (← links)
- Inside the Solvency 2 black box: net asset values and solvency capital requirements with a least-squares Monte-Carlo approach (Q2374093) (← links)
- VALUATION OF CONTINGENT GUARANTEES USING LEAST-SQUARES MONTE CARLO (Q4629470) (← links)
- Simulation of value of CM strategy multi-period return guarantee under asset jump -- based on the conditional Monte Carlo method (Q5371819) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)