Pages that link to "Item:Q3518776"
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The following pages link to Pricing Options Using Lattice Rules (Q3518776):
Displaying 9 items.
- Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods (Q273346) (← links)
- A smooth estimator for MC/QMC methods in finance (Q622177) (← links)
- Weighted compound integration rules with higher order convergence for all \(N\) (Q663491) (← links)
- Intermediate rank lattice rules and applications to finance (Q960285) (← links)
- Quasi-Monte Carlo methods with applications in finance (Q964676) (← links)
- Valuation on an outside-reset option with multiple resettable levels and dates (Q1722684) (← links)
- A fast numerical method for the valuation of American lookback put options (Q2198448) (← links)
- Primal-Dual Active Set Method for American Lookback Put Option Pricing (Q4605731) (← links)
- SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS (Q5369445) (← links)
