Pages that link to "Item:Q5740211"
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The following pages link to Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing (Q5740211):
Displaying 5 items.
- Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions (Q1643844) (← links)
- Screening: from tornado diagrams to effective dimensions (Q2079432) (← links)
- Comparison of Sobol' sequences in financial applications (Q2417977) (← links)
- Quasi-Monte Carlo-based conditional pathwise method for option Greeks (Q5215438) (← links)
- Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction (Q5738153) (← links)
