Pages that link to "Item:Q3116021"
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The following pages link to Efficient Monte Carlo and Quasi–Monte Carlo Option Pricing Under the Variance Gamma Model (Q3116021):
Displayed 6 items.
- Quasi-Monte Carlo methods with applications in finance (Q964676) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- Revisit of stochastic mesh method for pricing American options (Q1043249) (← links)
- Comment on ‘Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes’ by C. Ribeiro and N. Webber (Q3565102) (← links)
- Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation (Q3600420) (← links)
- Quasi-Monte Carlo methods for the Kou model (Q5502856) (← links)