Pages that link to "Item:Q5397423"
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The following pages link to A new sampling strategy willow tree method with application to path-dependent option pricing (Q5397423):
Displaying 8 items.
- Moment matching machine learning methods for risk management of large variable annuity portfolios (Q1657175) (← links)
- Moving average options: machine learning and Gauss-Hermite quadrature for a double non-Markovian problem (Q2158055) (← links)
- Efficient willow tree method for European-style and American-style moving average barrier options pricing (Q4555115) (← links)
- Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree (Q4957263) (← links)
- Evaluation of gas sales agreements with indexation using tree and least-squares Monte Carlo methods on graphics processing units (Q4991090) (← links)
- RISK-BASED CAPITAL FOR VARIABLE ANNUITY UNDER STOCHASTIC INTEREST RATE (Q5140086) (← links)
- Willow tree algorithms for pricing Guaranteed Minimum Withdrawal Benefits under jump-diffusion and CEV models (Q5235461) (← links)
- Robust willow tree method under Lévy processes (Q6098950) (← links)
