Pages that link to "Item:Q3393931"
From MaRDI portal
The following pages link to EFFICIENT MONTE CARLO ALGORITHM FOR PRICING BARRIER OPTIONS (Q3393931):
Displaying 8 items.
- Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias (Q395995) (← links)
- Pricing double barrier options under a volatility regime-switching model with psychological barriers (Q1627631) (← links)
- Efficient exponential timestepping algorithm using control variate technique for simulating a functional of exit time of one-dimensional Brownian diffusion with applications in finance (Q2211897) (← links)
- Digital barrier options pricing: an improved Monte Carlo algorithm (Q2398005) (← links)
- BENCHOP – The BENCHmarking project in option pricing (Q2804496) (← links)
- Closed-Form Pricing of Two-Asset Barrier Options with Stochastic Covariance (Q4586037) (← links)
- BENCHOP – SLV: the BENCHmarking project in Option Pricing – Stochastic and Local Volatility problems (Q5031725) (← links)
- PRICING TWO-ASSET BARRIER OPTIONS UNDER STOCHASTIC CORRELATION VIA PERTURBATION (Q5256837) (← links)
