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
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+Monte Carlo methods for security pricing
@@ Property / cites work: Monte Carlo methods for security pricing / rank @@
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+Connecting discrete and continuous path-dependent options
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+Q4398780
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+Binomial models for option valuation - examining and improving convergence
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+Fast accurate binomial pricing
@@ Property / cites work: Fast accurate binomial pricing / rank @@
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