A new hybrid Monte Carlo simulation for Asian options pricing (Q5220733): Difference between revisions

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+Efficient Monte Carlo simulation of security prices
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+Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models
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+Sequential Monte Carlo Methods for Option Pricing
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+New Brownian bridge construction in quasi-Monte Carlo methods for computational finance
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+An efficient control variate method for pricing variance derivatives
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+A reliable numerical method to price arithmetic Asian options
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+The value of an Asian option
@@ Property / cites work: The value of an Asian option / rank @@
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+Efficient pricing of discrete Asian options
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+A general control variate method for option pricing under Lévy processes
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+Q4433608
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+Robust Statistics
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+Q3311717
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