Pages that link to "Item:Q4579837"
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The following pages link to Regression-Based Complexity Reduction of the Nested Monte Carlo Methods (Q4579837):
Displayed 5 items.
- A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
- Truncated control variates for weak approximation schemes (Q4606417) (← links)
- A New Approach for American Option Pricing: The Dynamic Chebyshev Method (Q4628394) (← links)
- Variance reduction for risk measures with importance sampling in nested simulation (Q5079359) (← links)
- Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829) (← links)