Pages that link to "Item:Q6134302"
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The following pages link to A fast Monte Carlo scheme for additive processes and option pricing (Q6134302):
Displaying 5 items.
- An efficient accelerating method of conditional Monte-Carlo simulation for two-factor option pricing model (Q2924611) (← links)
- An Accelerating Quasi-Monte Carlo Method for Option Pricing Under the Generalized Hyperbolic Lévy Process (Q3567028) (← links)
- FAST ANDROID IMPLIMENTATION OF MONTE CARLO SIMULATION FOR PRICING EQUITY-LINKED SECURITIES (Q5149909) (← links)
- Short-time implied volatility of additive normal tempered stable processes (Q6549591) (← links)
- The bilateral Gamma motion: calibration and option pricing (Q6643155) (← links)