Pages that link to "Item:Q4646793"
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The following pages link to Smart Monte Carlo: various tricks using Malliavin calculus (Q4646793):
Displaying 7 items.
- Hedging using simulation: a least squares approach (Q956433) (← links)
- Computation of the Delta of European options under stochastic volatility models (Q1616804) (← links)
- Computation of option Greeks under hybrid stochastic volatility models via Malliavin calculus (Q1645191) (← links)
- Pricing Asian options via compound gamma and orthogonal polynomials (Q1659626) (← links)
- Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing (Q5101025) (← links)
- APPROXIMATING LOCAL VOLATILITY FUNCTIONS OF STOCHASTIC VOLATILITY MODELS: A CLOSED-FORM EXPANSION APPROACH (Q5358059) (← links)
- Sensitivity of option prices via fuzzy Malliavin calculus (Q6058065) (← links)
