Pages that link to "Item:Q1698923"

The following pages link to 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):

Displaying 5 items.

• Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes (Q1754191) (← links)
• General multilevel Monte Carlo methods for pricing discretely monitored Asian options (Q2023956) (← links)
• Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations (Q2029925) (← links)
• A general control variate method for Lévy models in finance (Q2178156) (← links)
• Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models (Q5219719) (← links)