Conditional Sampling for Barrier Option Pricing Under the Heston Model (Q2926217): Difference between revisions

@@ Property / describes a project that uses @@
+Magic Point Shop
@@ Property / describes a project that uses: Magic Point Shop / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2102387432
@@ Property / OpenAlex ID: W2102387432 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.6566
@@ Property / arXiv ID: 1207.6566 / rank @@
+Normal rank
@@ Property / cites work @@
+Conditional Sampling for Barrier Option Pricing under the LT Method
+Normal rank
@@ Property / cites work @@
+Constructing Embedded Lattice Rules for Multivariate Integration
+Normal rank
@@ Property / cites work @@
+Q3160669
@@ Property / cites work: Q3160669 / rank @@
+Normal rank
@@ Property / cites work @@
+Quasi-Monte Carlo for finance applications
@@ Property / cites work: Quasi-Monte Carlo for finance applications / rank @@
+Normal rank
@@ Property / cites work @@
+Conditioning on One-Step Survival for Barrier Option Simulations
+Normal rank
@@ Property / cites work @@
+EFFICIENT, ALMOST EXACT SIMULATION OF THE HESTON STOCHASTIC VOLATILITY MODEL
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Constructing Sobol Sequences with Better Two-Dimensional Projections
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Quasi-Monte Carlo methods with applications in finance
+Normal rank
@@ Property / cites work @@
+A Global Adaptive Quasi-Monte Carlo Algorithm for Functions of Low Truncation Dimension Applied to Problems from Finance
+Normal rank