Pages that link to "Item:Q960285"
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The following pages link to Intermediate rank lattice rules and applications to finance (Q960285):
Displaying 5 items.
- Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods (Q273346) (← links)
- Generating inverse Gaussian random variates by approximation (Q961817) (← links)
- Valuation on an outside-reset option with multiple resettable levels and dates (Q1722684) (← links)
- SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS (Q5369445) (← links)
- Expected integration approximation under general equal measure partition (Q6197598) (← links)
