Pages that link to "Item:Q2805366"
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The following pages link to Sensitivity Analysis for Monte Carlo Simulation of Option Pricing (Q2805366):
Displayed 11 items.
- How sensitive is the pricing of lookback and interest rate guarantees when changing the modelling assumptions? (Q896747) (← links)
- Monte Carlo methods for security pricing (Q1391435) (← links)
- Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation (Q1745943) (← links)
- Estimating Sensitivities of Portfolio Credit Risk Using Monte Carlo (Q2940072) (← links)
- (Q3386773) (← links)
- What you should know about simulation and derivatives (Q3612294) (← links)
- A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters (Q4969338) (← links)
- AN IMPROVEMENT OF MARKOVIAN INTEGRATION BY PARTS FORMULA AND APPLICATION TO SENSITIVITY COMPUTATION (Q5051176) (← links)
- (Q5095418) (← links)
- A systematic and efficient simulation scheme for the Greeks of financial derivatives (Q5234352) (← links)
- Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data (Q5265460) (← links)