LOCALIZED MONTE CARLO ALGORITHM TO COMPUTE PRICES OF PATH DEPENDENT OPTIONS ON TREES (Q5696293): Difference between revisions

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+On the simulation of expectations of random variables depending on a stopping time
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+Q4315016
@@ Property / cites work: Q4315016 / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo methods for security pricing
@@ Property / cites work: Monte Carlo methods for security pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Connecting discrete and continuous path-dependent options
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@@ Property / cites work @@
+Q4398780
@@ Property / cites work: Q4398780 / rank @@
+Normal rank
@@ Property / cites work @@
+Binomial models for option valuation - examining and improving convergence
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@@ Property / cites work @@
+Fast accurate binomial pricing
@@ Property / cites work: Fast accurate binomial pricing / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024905003177
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@@ Property / OpenAlex ID @@
+W2003689225
@@ Property / OpenAlex ID: W2003689225 / rank @@
+Normal rank