The following pages link to (Q4365245):
Displaying 7 items.
- Hedged Monte-Carlo: low variance derivative pricing with objective probabilities (Q1591779) (← links)
- Derivative pricing with non-linear Fokker-Planck dynamics (Q1873989) (← links)
- Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948) (← links)
- A Monte Carlo algorithm for weighted integration over $\mathbb {R}^d$ (Q4452162) (← links)
- Fast numerical valuation of American, exotic and complex options (Q4541537) (← links)
- Preposterior analysis for option pricing (Q4610253) (← links)
- Investing for Retirement (Q5718087) (← links)
