Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products (Q5718216): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Normal rank
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+Monte Carlo methods for security pricing
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+Algorithm 659
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+Implementation and tests of low-discrepancy sequences
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+Pricing American-style securities using simulation
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+Valuation of the early-exercise price for options using simulations and nonparametric regression
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+Q3723577
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+On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
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+Quasi-Monte Carlo Methods in Numerical Finance
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+Point sets and sequences with small discrepancy
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