Pages that link to "Item:Q4887765"
From MaRDI portal
The following pages link to Numerical Valuation of High Dimensional Multivariate European Securities (Q4887765):
Displaying 9 items.
- Truncated distributions of valuation multiples: an application to European food firms (Q843374) (← links)
- Strong consistency of the empirical martingale simulation option price estimator (Q1036915) (← links)
- Monte Carlo methods for security pricing (Q1391435) (← links)
- Monte Carlo integration, quadratic resampling, and asset pricing (Q1897672) (← links)
- Dynamic portfolio choice: a simulation-and-regression approach (Q2402578) (← links)
- Efficient and accurate quadratic approximation methods for pricing Asian strike options (Q3005363) (← links)
- SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING (Q3393980) (← links)
- (Q4632785) (← links)
- LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION (Q5700135) (← links)
