Pages that link to "Item:Q4363657"

The following pages link to Quasi-Monte Carlo Methods in Numerical Finance (Q4363657):

Displaying 38 items.

• The hexanomial lattice for pricing multi-asset options (Q272652) (← links)
• An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures (Q323335) (← links)
• How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? (Q413476) (← links)
• Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform? (Q552152) (← links)
• A smooth estimator for MC/QMC methods in finance (Q622177) (← links)
• Pricing European options by numerical replication: quadratic programming with constraints (Q853858) (← links)
• Randomized quasi-Monte Carlo methods in pricing securities (Q953725) (← links)
• On improving the least squares Monte Carlo option valuation method (Q1025618) (← links)
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals? (Q1265135) (← links)
• Scrambling Sobol' and Niederreiter-Xing points (Q1279911) (← links)
• Monte Carlo methods for security pricing (Q1391435) (← links)
• Pricing American-style securities using simulation (Q1391436) (← links)
• Sufficient conditions for fast quasi-Monte Carlo convergence (Q1401997) (← links)
• Applications of randomized low discrepancy sequences to the valuation of complex securities (Q1583155) (← links)
• A hybrid Monte Carlo acceleration method of pricing basket options based on splitting (Q1639548) (← links)
• Pricing Asian options via compound gamma and orthogonal polynomials (Q1659626) (← links)
• An efficient method for solving spread option pricing problem: numerical analysis and computing (Q1669206) (← links)
• Random sampling from low-discrepancy sequences: applications to option pricing (Q1876780) (← links)
• A stochastic algorithm for high-dimensional integrals over unbounded regions with Gaussian weight (Q1964077) (← links)
• Ruin theory with risk proportional to the free reserve and securitization (Q1974043) (← links)
• A deposit insurance pricing with a multi-state regime-switching volatility (Q2114499) (← links)
• Quasi-Monte Carlo simulation for American option sensitivities (Q2146323) (← links)
• A numerical method for hedging Bermudan options under model uncertainty (Q2152245) (← links)
• Critical value-based Asian option pricing model for uncertain financial markets (Q2159643) (← links)
• Comparison of low discrepancy mesh methods for pricing Bermudan options under a Lévy process (Q2229844) (← links)
• Accurate pricing formulas for Asian options (Q2372053) (← links)
• On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices (Q2384584) (← links)
• On the use of dimension reduction techniques in quasi-Monte Carlo methods (Q2389861) (← links)
• Recursive approach for random response analysis using non-orthogonal polynomial expansion (Q2391213) (← links)
• Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
• Comparison of Sobol' sequences in financial applications (Q2417977) (← links)
• Space-time adaptive finite difference method for European multi-asset options (Q2468901) (← links)
• On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo (Q2473285) (← links)
• Bounds for in-progress floating-strike Asian options using symmetry (Q2480218) (← links)
• Computation of optimal portfolios using simulation-based dimension reduction (Q2518536) (← links)
• CHI-SQUARE SIMULATION OF THE CIR PROCESS AND THE HESTON MODEL (Q2841330) (← links)
• Calibration of financial models using quasi-Monte Carlo (Q3087042) (← links)
• Real-Time Valuation of Large Variable Annuity Portfolios: A Green Mesh Approach (Q3385433) (← links)