Pages that link to "Item:Q622177"
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The following pages link to A smooth estimator for MC/QMC methods in finance (Q622177):
Displaying 6 items.
- McMC estimation of multiscale stochastic volatility models with applications (Q2229879) (← links)
- Monte Carlo acceleration method for pricing variance derivatives under stochastic volatility models with jump diffusion (Q2931944) (← links)
- VaR/CVaR ESTIMATION UNDER STOCHASTIC VOLATILITY MODELS (Q4979882) (← links)
- An adaptive Monte Carlo algorithm for European and American options (Q5076663) (← links)
- Efficient multiple control variate method with applications to exotic option pricing (Q5079476) (← links)
- Importance Sampling Estimation of Joint Default Probability under Structural-Form Models with Stochastic Correlation (Q5326120) (← links)
