Pages that link to "Item:Q413476"

The following pages link to How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? (Q413476):

Displaying 8 items.

• The hexanomial lattice for pricing multi-asset options (Q272652) (← links)
• A computational investigation of the optimal Halton sequence in QMC applications (Q2335713) (← links)
• Efficient Monte Carlo simulation for integral functionals of Brownian motion (Q2442860) (← links)
• An iterative algorithm to determine the number of time steps in path generation methods (Q2814080) (← links)
• Brownian Path Generation and Polynomial Chaos (Q4958391) (← links)
• Quasi-Monte Carlo-based conditional pathwise method for option Greeks (Q5215438) (← links)
• Functions of bounded variation, signed measures, and a general Koksma–Hlawka inequality (Q5496944) (← links)
• Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing (Q5740211) (← links)