Pages that link to "Item:Q711233"
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The following pages link to An efficient control variate method for pricing variance derivatives (Q711233):
Displaying 6 items.
- A closed-form formula for pricing variance swaps on commodities (Q2360087) (← links)
- Monte Carlo acceleration method for pricing variance derivatives under stochastic volatility models with jump diffusion (Q2931944) (← links)
- An efficient exponential twisting importance sampling technique for pricing financial derivatives (Q5022767) (← links)
- An efficient conditional Monte Carlo method for European option pricing with stochastic volatility and stochastic interest rate (Q5030552) (← 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)
