Pages that link to "Item:Q5219504"
From MaRDI portal
The following pages link to Conditional expectation determination based on the J-process using Malliavin calculus applied to pricing American options (Q5219504):
Displaying 4 items.
- Digital barrier options pricing: an improved Monte Carlo algorithm (Q2398005) (← links)
- Computation of conditional expectation based on the multidimensional J-process using Malliavin calculus related to pricing American options (Q4633275) (← links)
- Pricing arithmetic Asian option under a two-factor stochastic volatility model with jumps (Q5220943) (← links)
- (Q5227505) (← links)