Pages that link to "Item:Q1601356"
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The following pages link to Efficient Monte Carlo pricing of European options using mean value control variates (Q1601356):
Displaying 11 items.
- Pricing and hedging basket options with exact moment matching (Q343968) (← links)
- \(t\)-Copula generation for control variates (Q622215) (← links)
- Static hedging of multivariate derivatives by simulation (Q1780760) (← links)
- Automatic control variates for option pricing using neural networks (Q2040464) (← links)
- Control variates and conditional Monte Carlo for basket and Asian options (Q2443219) (← links)
- Asymptotics Beats Monte Carlo: The Case of Correlated Local Vol Baskets (Q2922151) (← links)
- Accurate closed-form approximation for pricing Asian and basket options (Q3552634) (← links)
- Small-Time Asymptotics for the At-the-Money Implied Volatility in a Multi-dimensional Local Volatility Model (Q4560332) (← links)
- An Extension of the Chaos Expansion Approximation for the Pricing of Exotic Basket Options (Q4585895) (← links)
- Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions (Q5031759) (← links)
- Least-square-based control variate method for pricing options under general factor models (Q5031850) (← links)
