Pages that link to "Item:Q4646798"
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The following pages link to A variance reduction technique based on integral representations (Q4646798):
Displaying 4 items.
- Pricing barrier options in the Heston model using the Heath-Platen estimator (Q1746428) (← links)
- Stratified regression-based variance reduction approach for weak approximation schemes (Q1996942) (← links)
- A control variate method for weak approximation of SDEs via discretization of numerical error of asymptotic expansion (Q2335720) (← links)
- JDOI variance reduction method and the pricing of American-style options (Q5079357) (← links)
