Pages that link to "Item:Q1634312"
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The following pages link to An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options (Q1634312):
Displaying 4 items.
- Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations (Q2029925) (← links)
- Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo (Q2076930) (← links)
- A general control variate method for Lévy models in finance (Q2178156) (← links)
- Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance (Q5856682) (← links)
