Pages that link to "Item:Q2023956"
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The following pages link to General multilevel Monte Carlo methods for pricing discretely monitored Asian options (Q2023956):
Displaying 4 items.
- Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations (Q2029925) (← links)
- Path-dependent game options with Asian features (Q2128183) (← links)
- On the effective dimension and multilevel Monte Carlo (Q2157920) (← links)
- Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
