Pages that link to "Item:Q1367945"

The following pages link to Scenario simulation: Theory and methodology (Q1367945):

Displaying 12 items.

• The simulation of option prices with application to LIFFE options on futures (Q1296350) (← links)
• Value at risk calculation through ARCH factor methodology: Proposal and comparative analysis. (Q1406485) (← links)
• A Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor CIR model (Q1633313) (← links)
• A dimension reduction Shannon-wavelet based method for option pricing (Q1635866) (← links)
• Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation (Q2304045) (← links)
• Dispatch planning using newsvendor dual problems and occupation times: application to hydropower (Q2355074) (← links)
• CORRELATION ANALYSIS IN THE LIBOR AND SWAP MARKET MODEL (Q3022052) (← links)
• Multi-curve HJM modelling for risk management (Q4554439) (← links)
• A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models (Q4610213) (← links)
• A parsimonious model for generating arbitrage-free scenario trees (Q5001123) (← links)
• Uncertainty in functional principal component analysis (Q5138160) (← links)
• Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances (Q6089303) (← links)