FAST ANDROID IMPLIMENTATION OF MONTE CARLO SIMULATION FOR PRICING EQUITY-LINKED SECURITIES
DOI10.12941/JKSIAM.2020.24.079zbMATH Open1458.91227OpenAlexW3104998225MaRDI QIDQ5149909FDOQ5149909
Authors: Hanbyeol Jang, Hyundong Kim, Subeom Jo, Hanrim Kim, Seri Lee, Juwon Lee, Junseok Kim 
Publication date: 9 February 2021
Full work available at URL: http://koreascience.or.kr:80/article/JAKO202013261021752.pdf
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Cites Work
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- A comparison study of ADI and operator splitting methods on option pricing models
- An operator splitting method for pricing the ELS option
- A backward Monte Carlo approach to exotic option pricing
- On a one time-step Monte Carlo simulation approach of the SABR model: application to European options
- An adaptive multigrid technique for option pricing under the Black-Scholes model
- Android application for pricing two-and three-asset equity-linked securities
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