Pages that link to "Item:Q853652"
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The following pages link to Monte Carlo estimation of a joint density using Malliavin calculus, and application to American options (Q853652):
Displaying 5 items.
- Pricing of path-dependent American options by Monte Carlo simulation (Q1027429) (← links)
- On the Malliavin approach to Monte Carlo approximation of conditional expectations (Q1887263) (← links)
- Forests, cumulants, martingales (Q2139104) (← links)
- An optimal control variance reduction method for density estimation (Q2518612) (← links)
- Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting (Q5742555) (← links)