Pages that link to "Item:Q2926217"
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The following pages link to Conditional Sampling for Barrier Option Pricing Under the Heston Model (Q2926217):
Displayed 9 items.
- High dimensional integration of kinks and jumps -- smoothing by preintegration (Q724506) (← links)
- An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options (Q1634312) (← links)
- Smoothing the payoff for efficient computation of Basket option prices (Q4554434) (← links)
- An analytical approximation method for pricing barrier options under the double Heston model (Q5077926) (← links)
- Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕} (Q5082038) (← links)
- Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction (Q5738153) (← links)
- Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance (Q5856682) (← links)
- Analysis of Preintegration Followed by Quasi–Monte Carlo Integration for Distribution Functions and Densities (Q5886221) (← links)
- Fast barrier option pricing by the COS BEM method in Heston model (with Matlab code) (Q6164526) (← links)