Pages that link to "Item:Q508289"
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The following pages link to A Monte Carlo multi-asset option pricing approximation for general stochastic processes (Q508289):
Displaying 13 items.
- Complexity in quantitative finance and economics (Q508270) (← links)
- Multilevel Monte Carlo for Asian options and limit theorems (Q742078) (← links)
- An RBF-FD sparse scheme to simulate high-dimensional Black-Scholes partial differential equations (Q2004501) (← links)
- Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach (Q2212455) (← links)
- Construction of consistent discrete and continuous stochastic models for multiple assets with application to option valuation (Q2389843) (← links)
- Multivariate elliptical truncated moments (Q2397126) (← links)
- An operator splitting method for multi-asset options with the Feynman-Kac formula (Q2693555) (← links)
- (Q2888116) (← links)
- Multi-name assets exchange option pricing simulation based on pair-copulas (Q2916844) (← links)
- SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS (Q5369445) (← links)
- A fast Monte Carlo scheme for additive processes and option pricing (Q6134302) (← links)
- Numerical investigation of high-dimensional option pricing PDEs by utilizing a hybrid radial basis function -- finite difference procedure (Q6545928) (← links)
- Generalized finite integration method with Laplace transform for European option pricing under Black-Scholes and Heston models (Q6577989) (← links)
