Pricing exotic options using MSL-MC (Q2866370): Difference between revisions

@@ Property / describes a project that uses @@
+Mathematica
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+MaRDI publication profile
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+https://doi.org/10.1080/14697680903426565
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+W2158635087
@@ Property / OpenAlex ID: W2158635087 / rank @@
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@@ Property / cites work @@
+Multilevel Monte Carlo Path Simulation
@@ Property / cites work: Multilevel Monte Carlo Path Simulation / rank @@
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@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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@@ Property / cites work @@
+Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients
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@@ Property / cites work @@
+Q4942767
@@ Property / cites work: Q4942767 / rank @@
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@@ Property / cites work @@
+Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions
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@@ links / mardi / name / links / mardi / name @@
+Publication:2866370