Pages that link to "Item:Q3005957"
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The following pages link to PERTURBATION STABLE CONDITIONAL ANALYTIC MONTE-CARLO PRICING SCHEME FOR AUTO-CALLABLE PRODUCTS (Q3005957):
Displaying 5 items.
- A simple and efficient numerical method for pricing discretely monitored early-exercise options (Q2113697) (← links)
- Equity-linked security pricing and greeks at arbitrary intermediate times using Brownian bridge (Q2293279) (← links)
- Stochastic automatic differentiation: automatic differentiation for Monte-Carlo simulations (Q5234330) (← links)
- CONDITIONAL MONTE CARLO SCHEME FOR STABLE GREEKS OF WORST-OF AUTOCALLABLE NOTES (Q5242952) (← links)
- Pricing autocallables under local-stochastic volatility (Q6105374) (← links)
