Pages that link to "Item:Q5220733"
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The following pages link to A new hybrid Monte Carlo simulation for Asian options pricing (Q5220733):
Displaying 4 items.
- A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model (Q1998282) (← links)
- Digital barrier options pricing: an improved Monte Carlo algorithm (Q2398005) (← links)
- Pricing arithmetic Asian option under a two-factor stochastic volatility model with jumps (Q5220943) (← links)
- An efficient algorithm for pricing reinsurance contract under the regime-switching model (Q6108199) (← links)
