Pages that link to "Item:Q4610269"

The following pages link to Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models (Q4610269):

Displaying 16 items.

• Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility (Q433133) (← links)
• A smooth estimator for MC/QMC methods in finance (Q622177) (← links)
• Lookback options and dynamic fund protection under multiscale stochastic volatility (Q882460) (← links)
• On the source of stochastic volatility: evidence from CAC40 index options during the subprime crisis (Q1619987) (← links)
• Pricing barrier options in the Heston model using the Heath-Platen estimator (Q1746428) (← links)
• Pricing of the geometric Asian options under a multifactor stochastic volatility model (Q2074887) (← links)
• Parameter identification for portfolio optimization with a slow stochastic factor (Q2101109) (← links)
• Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model (Q2128181) (← links)
• An asymptotic expansion method for geometric Asian options pricing under the double Heston model (Q2213442) (← links)
• Efficient simulation of a multi-factor stochastic volatility model (Q2349593) (← links)
• Robust Numerical Calibration for Implied Volatility Expansion Models (Q2953945) (← links)
• Jumps and stochastic volatility in crude oil prices and advances in average option pricing (Q4554251) (← links)
• A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility (Q4628041) (← links)
• Least-square-based control variate method for pricing options under general factor models (Q5031850) (← links)
• A new hybrid Monte Carlo simulation for Asian options pricing (Q5220733) (← links)
• Options Pricing for Several Maturities in a Jump-Diffusion Model (Q5326118) (← links)