Pages that link to "Item:Q132360"

The following pages link to A general control variate method for option pricing under Lévy processes (Q132360):

Displaying 15 items.

• VarRedOpt (Q132361) (← links)
• Optimal search for parameters in Monte Carlo simulation for derivative pricing (Q321025) (← links)
• Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) (← links)
• It's not now or never: implications of investment timing and risk aversion on climate adaptation to extreme events (Q323263) (← links)
• An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures (Q323335) (← links)
• A general control variate method for multi-dimensional SDEs: an application to multi-asset options under local stochastic volatility with jumps models in finance (Q1698923) (← links)
• Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes (Q1754191) (← links)
• On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes (Q1785463) (← links)
• General multilevel Monte Carlo methods for pricing discretely monitored Asian options (Q2023956) (← links)
• A general control variate method for Lévy models in finance (Q2178156) (← links)
• American step options (Q2282524) (← links)
• Optimizing Adaptive Importance Sampling by Stochastic Approximation (Q4584930) (← links)
• A new hybrid Monte Carlo simulation for Asian options pricing (Q5220733) (← links)
• USING MODEL-INDEPENDENT LOWER BOUNDS TO IMPROVE PRICING OF ASIAN STYLE OPTIONS IN LÉVY MARKETS (Q5419642) (← links)
• Dynamic Finite-Budget Allocation of Stratified Sampling with Adaptive Variance Reduction by Strata (Q6039251) (← links)