List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Quasi-Monte Carlo simulation for American option sensitivities Journal of Computational and Applied Mathematics | 2022-06-16 | Paper |
| Primal-dual quasi-Monte Carlo simulation with dimension reduction for pricing American options Quantitative Finance | 2020-12-07 | Paper |
Research outcomes over time
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