Pages that link to "Item:Q953725"
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The following pages link to Randomized quasi-Monte Carlo methods in pricing securities (Q953725):
Displayed 5 items.
- Generalized von Neumann-Kakutani transformation and random-start scrambled Halton sequences (Q2272147) (← links)
- Computation of the endogenous mortgage rates with randomized quasi-Monte Carlo simulations (Q2472633) (← links)
- On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo (Q2473285) (← links)
- Stochastic ceteris paribus simulations (Q2476607) (← links)
- A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance (Q2507585) (← links)