Pages that link to "Item:Q1391435"
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The following pages link to Monte Carlo methods for security pricing (Q1391435):
Displayed 50 items.
- Local spectral time splitting method for first- and second-order partial differential equations (Q556317) (← links)
- Pricing multi-asset American-style options by memory reduction Monte Carlo methods (Q849756) (← links)
- Pricing European options by numerical replication: quadratic programming with constraints (Q853858) (← links)
- Efficient stochastic sensitivity analysis of discrete event systems (Q870582) (← links)
- An exact subexponential-time lattice algorithm for Asian options (Q878377) (← links)
- Prices and sensitivities of Asian options: A survey (Q939350) (← links)
- Monte Carlo computation of optimal portfolios in complete markets (Q951338) (← links)
- Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule (Q951396) (← links)
- An irregular grid approach for pricing high-dimensional American options (Q952083) (← links)
- Pricing American Asian options with higher moments in the underlying distribution (Q953394) (← links)
- Randomized quasi-Monte Carlo methods in pricing securities (Q953725) (← links)
- An option pricing formula for the GARCH diffusion model (Q957204) (← links)
- A method for computing the transition probability density associated with a multifactor Cox-Ingersoll-Ross model of the term structure of interest rates with no drift term (Q1005306) (← links)
- Accurate and efficient lattice algorithms for American-style Asian options with range bounds (Q1008586) (← links)
- Pricing American-style securities using simulation (Q1391436) (← links)
- Applications of randomized low discrepancy sequences to the valuation of complex securities (Q1583155) (← links)
- A master equation approach to option pricing (Q1855544) (← links)
- Managing electricity market price risk (Q1869437) (← links)
- The effective dimension and quasi-Monte Carlo integration (Q1869960) (← links)
- The Euler scheme with irregular coefficients (Q1872290) (← links)
- Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies (Q1974042) (← links)
- A convergent quadratic-time lattice algorithm for pricing European-style Asian options (Q2383617) (← links)
- A new control variate estimator for an Asian option (Q2431779) (← links)
- Space-time adaptive finite difference method for European multi-asset options (Q2468901) (← links)
- On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo (Q2473285) (← links)
- Stochastic ceteris paribus simulations (Q2476607) (← links)
- A sample-path approach to optimal position liquidation (Q2480246) (← links)
- New Brownian bridge construction in quasi-Monte Carlo methods for computational finance (Q2483201) (← links)
- Variance reduction in sample approximations of stochastic programs (Q2487848) (← links)
- Statistical Romberg extrapolation: a new variance reduction method and applications to option pricing (Q2496505) (← links)
- Monte Carlo methods for pricing financial options (Q2571446) (← links)
- An efficient convergent lattice algorithm for European Asian options (Q2571992) (← links)
- Development and performance analysis of real-world applications for distributed and parallel architectures (Q2744781) (← links)
- ON THE ERROR IN THE MONTE CARLO PRICING OF SOME FAMILIAR EUROPEAN PATH-DEPENDENT OPTIONS (Q3370591) (← links)
- Path integral pricing of Asian options on state-dependent volatility models (Q3498562) (← links)
- Fast swaption pricing under the market model with a square-root volatility process (Q3498563) (← links)
- Demand forecasting and smoothing capacity planning for products with high random demand volatility (Q3498898) (← links)
- Pricing Options Using Lattice Rules (Q3518776) (← links)
- Least-squares Importance Sampling for Monte Carlo security pricing (Q3605223) (← links)
- Improved lower and upper bound algorithms for pricing American options by simulation (Q3605244) (← links)
- Hydropower with Financial Information* (Q3617307) (← links)
- Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs (Q4409042) (← links)
- A new approximate swaption formula in the LIBOR market model: an asymptotic expansion approach (Q4449553) (← links)
- Valuing catastrophe bonds by Monte Carlo simulations (Q4449554) (← links)
- SPiDER-An advanced symbolic debugger for Fortran 90/HPF programs (Q4539929) (← links)
- Volatility skews and extensions of the Libor market model (Q4541584) (← links)
- Monte Carlo applied to exotic digital options (Q4551195) (← links)
- THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE (Q4653015) (← links)
- Pricing Discrete European Barrier Options Using Lattice Random Walks (Q4825513) (← links)
- Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities (Q4827312) (← links)