Static hedging of multivariate derivatives by simulation (Q1780760): Difference between revisions

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+Misspecified asset price models and robust hedging strategies
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+WEIGHTED MONTE CARLO: A NEW TECHNIQUE FOR CALIBRATING ASSET-PRICING MODELS
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+Quantile hedging
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+Efficient hedging: cost versus shortfall risk
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+On Leland's strategy of option pricing with transactions costs
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+Q4386705
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+A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations
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+Control Variate Remedies
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+Efficient Monte Carlo pricing of European options using mean value control variates
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+Coupling backward induction with Monte Carlo simulations: a fast Fourier transform (FFT) approach
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+Q3311717
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