Pages that link to "Item:Q1785463"
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The following pages link to On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes (Q1785463):
Displaying 5 items.
- A hybrid Monte Carlo acceleration method of pricing basket options based on splitting (Q1639548) (← links)
- Optimizing Adaptive Importance Sampling by Stochastic Approximation (Q4584930) (← links)
- An efficient exponential twisting importance sampling technique for pricing financial derivatives (Q5022767) (← links)
- An efficient acceleration Monte Carlo simulation for pricing Asian option under variance gamma process by splitting (Q5031764) (← links)
- Dynamic Finite-Budget Allocation of Stratified Sampling with Adaptive Variance Reduction by Strata (Q6039251) (← links)
