Pages that link to "Item:Q3148777"
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The following pages link to Monte Carlo construction of hedging strategies against multi-asset European claims (Q3148777):
Displayed 9 items.
- Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations (Q598147) (← links)
- Sensitivities for Bermudan options by regression methods (Q604677) (← links)
- Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions (Q1769777) (← links)
- Forward and reverse representations for Markov chains (Q2372464) (← links)
- Probability density estimation in stochastic environmental models using reverse representa\-tions (Q2505928) (← links)
- TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO (Q3608735) (← links)
- Monte Carlo methods for backward equations in nonlinear filtering (Q3625647) (← links)
- A NEW MONTE CARLO METHOD FOR AMERICAN OPTIONS (Q4653042) (← links)
- MONTE CARLO EVALUATION OF AMERICAN OPTIONS USING CONSUMPTION PROCESSES (Q5483499) (← links)