Pages that link to "Item:Q964676"
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The following pages link to Quasi-Monte Carlo methods with applications in finance (Q964676):
Displaying 11 items.
- Pricing exotic options and American options: a multidimensional asymptotic expansion approach (Q356757) (← links)
- Variance bounds and existence results for randomly shifted lattice rules (Q421840) (← links)
- Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights (Q555032) (← links)
- Coupling from the past with randomized quasi-Monte Carlo (Q622169) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- On parallel asset-liability management in life insurance: a forward risk-neutral approach (Q991133) (← links)
- Quasi-Monte Carlo point sets with small \(t\)-values and WAFOM (Q1643374) (← links)
- Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions (Q1643844) (← links)
- Chebyshev interpolation for parametric option pricing (Q1650947) (← links)
- Pricing Asian options via compound gamma and orthogonal polynomials (Q1659626) (← links)
- Sorting methods and convergence rates for Array-RQMC: some empirical comparisons (Q1996950) (← links)
