Pages that link to "Item:Q5429590"
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The following pages link to A martingale control variate method for option pricing with stochastic volatility (Q5429590):
Displaying 7 items.
- A smooth estimator for MC/QMC methods in finance (Q622177) (← links)
- Monte Carlo calibration to implied volatility surface under volatility models (Q1684770) (← links)
- CAM stochastic volatility model for option pricing (Q1793313) (← links)
- VaR/CVaR ESTIMATION UNDER STOCHASTIC VOLATILITY MODELS (Q4979882) (← links)
- American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics (Q5001107) (← links)
- Least-square-based control variate method for pricing options under general factor models (Q5031850) (← links)
- Efficient multiple control variate method with applications to exotic option pricing (Q5079476) (← links)
