Pages that link to "Item:Q1951209"
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The following pages link to Mixing Monte-Carlo and partial differential equations for pricing options (Q1951209):
Displayed 4 items.
- Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance (Q4682492) (← links)
- Isogeometric analysis in option pricing (Q5031706) (← links)
- Mixing LSMC and PDE Methods to Price Bermudan Options (Q5112723) (← links)
- A Multi-Level Monte-Carlo with FEM for XVA in European Options (Q6048659) (← links)