Pages that link to "Item:Q5398763"

The following pages link to Monte Carlo acceleration methods for pricing Asian options in high performance computation (Q5398763):

Displaying 8 items.

• Multilevel Monte Carlo for Asian options and limit theorems (Q742078) (← links)
• A hybrid Monte Carlo acceleration method of pricing basket options based on splitting (Q1639548) (← links)
• A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237) (← links)
• An efficient accelerating method of conditional Monte-Carlo simulation for two-factor option pricing model (Q2924611) (← links)
• An efficient acceleration Monte Carlo simulation for pricing Asian option under variance gamma process by splitting (Q5031764) (← links)
• FAST ANDROID IMPLIMENTATION OF MONTE CARLO SIMULATION FOR PRICING EQUITY-LINKED SECURITIES (Q5149909) (← links)
• Conditional Monte Carlo hybrid acceleration method under stochastic interest rate model and its applications (Q5196962) (← links)
• A fast Monte Carlo scheme for additive processes and option pricing (Q6134302) (← links)