Local Vega Index and Variance Reduction Methods (Q4409039): Difference between revisions

@@ Property / author @@
-Arturo Kohatsu-Higa
@@ Property / author: Arturo Kohatsu-Higa / rank @@
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@@ Property / author @@
+Arturo Kohatsu-Higa
@@ Property / author: Arturo Kohatsu-Higa / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1111/1467-9965.00007
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+W3124866919
@@ Property / OpenAlex ID: W3124866919 / rank @@
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@@ Property / cites work @@
+Estimating Security Price Derivatives Using Simulation
+Normal rank
@@ Property / cites work @@
+Hypoelliptic non-homogeneous diffusions
@@ Property / cites work: Hypoelliptic non-homogeneous diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Applications of Malliavin calculus to Monte-Carlo methods in finance. II
+Normal rank
@@ Property / cites work @@
+Q3992729
@@ Property / cites work: Q3992729 / rank @@
+Normal rank
@@ Property / cites work @@
+Variance Reduction Methods for Simulation of Densities on Wiener Space
+Normal rank
@@ Property / cites work @@
+The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims
+Normal rank
@@ Property / cites work @@
+On the Convergence Rates of IPA and FDC Derivative Estimators
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@@ Property / cites work @@
+Q4842684
@@ Property / cites work: Q4842684 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4409039