Pages that link to "Item:Q1945610"
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The following pages link to Pricing and hedging Asian basket options with quasi-Monte Carlo simulations (Q1945610):
Displaying 5 items.
- Multidimensional quasi-Monte Carlo Malliavin Greeks (Q377789) (← links)
- A hybrid Monte Carlo acceleration method of pricing basket options based on splitting (Q1639548) (← links)
- Short maturity conditional Asian options in local volatility models (Q2175467) (← links)
- Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions (Q5031759) (← links)
- Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Q5121499) (← links)
