Pages that link to "Item:Q5031764"
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The following pages link to An efficient acceleration Monte Carlo simulation for pricing Asian option under variance gamma process by splitting (Q5031764):
Displaying 4 items.
- A hybrid Monte Carlo acceleration method of pricing basket options based on splitting (Q1639548) (← links)
- An efficient accelerating method of conditional Monte-Carlo simulation for two-factor option pricing model (Q2924611) (← links)
- Efficient Monte Carlo and Quasi–Monte Carlo Option Pricing Under the Variance Gamma Model (Q3116021) (← links)
- Monte Carlo acceleration methods for pricing Asian options in high performance computation (Q5398763) (← links)
