Pages that link to "Item:Q4610213"
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The following pages link to A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models (Q4610213):
Displaying 7 items.
- A Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor CIR model (Q1633313) (← links)
- A dimension reduction Shannon-wavelet based method for option pricing (Q1635866) (← links)
- A multi-level dimension reduction Monte-Carlo method for jump-diffusion models (Q2360709) (← links)
- Efficient exposure computation by risk factor decomposition (Q4619510) (← links)
- Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance (Q4682492) (← links)
- An efficient conditional Monte Carlo method for European option pricing with stochastic volatility and stochastic interest rate (Q5030552) (← links)
- Mixing LSMC and PDE Methods to Price Bermudan Options (Q5112723) (← links)
