Pages that link to "Item:Q4575277"
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The following pages link to A backward Monte Carlo approach to exotic option pricing (Q4575277):
Displayed 9 items.
- Proactive hedging European call option pricing with linear position strategy (Q1727009) (← links)
- Properties and generation of representative points of the exponential distribution (Q2122810) (← links)
- Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
- Quantization meets Fourier: a new technology for pricing options (Q2288923) (← links)
- Recursive marginal quantization of higher-order schemes (Q4554449) (← links)
- Pricing via recursive quantization in stochastic volatility models (Q4555112) (← links)
- Quantization goes polynomial (Q4991080) (← links)
- FAST ANDROID IMPLIMENTATION OF MONTE CARLO SIMULATION FOR PRICING EQUITY-LINKED SECURITIES (Q5149909) (← links)
- Short Maturity Forward Start Asian Options in Local Volatility Models (Q5241901) (← links)