Pages that link to "Item:Q5305333"
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The following pages link to Monte Carlo Methods and Models in Finance and Insurance (Q5305333):
Displaying 29 items.
- Stochastic covariance and dimension reduction in the pricing of basket options (Q345719) (← links)
- Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing (Q889626) (← links)
- Time-consistent actuarial valuations (Q903338) (← links)
- On risk measuring in the variance-gamma model (Q1688726) (← links)
- Applications of the central limit theorem for pricing cliquet-style options (Q1689027) (← links)
- Pricing barrier options in the Heston model using the Heath-Platen estimator (Q1746428) (← links)
- A discrete optimality system for an optimal harvesting problem (Q1789632) (← links)
- Efficient evaluation of alternative reinsurance strategies using control variates (Q2157233) (← links)
- A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes (Q2219611) (← links)
- Central limit theorem for the multilevel Monte Carlo Euler method (Q2258530) (← links)
- Optimal control of electricity input given an uncertain demand (Q2283300) (← links)
- A control variate method for weak approximation of SDEs via discretization of numerical error of asymptotic expansion (Q2335720) (← links)
- Valuation and risk assessment of participating life insurance in the presence of credit risk (Q2374130) (← links)
- A health insurance pricing model based on prevalence rates: application to critical illness insurance (Q2513633) (← links)
- Hedging insurance books (Q2520465) (← links)
- A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model (Q2656030) (← links)
- On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity (Q2666967) (← links)
- Explicit representations for the expectations of exponential functionals of the multi-factor variance gamma process and their applications (Q2803412) (← links)
- ESTIMATING RESIDUAL HEDGING RISK WITH LEAST-SQUARES MONTE CARLO (Q2941057) (← links)
- (Q4226821) (← links)
- OPTION PRICING IN THE VARIANCE-GAMMA MODEL UNDER THE DRIFT JUMP (Q4571696) (← links)
- MLMC for Nested Expectations (Q4611811) (← links)
- A New Approach for American Option Pricing: The Dynamic Chebyshev Method (Q4628394) (← links)
- A New Variance Reduction Technique for Estimating Value-at-Risk (Q4682473) (← links)
- On the Valuation of Discrete Asian Options in High Volatility Environments (Q5041837) (← links)
- Strongly constrained stochastic processes: the multi-ends Brownian bridge (Q5149673) (← links)
- Efficient Monte Carlo option pricing under CEV model (Q5267914) (← links)
- Finance with Monte Carlo (Q5327416) (← links)
- Fair valuations of insurance policies under multiple risk factors: a flexible lattice approach (Q6556605) (← links)
