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Pricing and Rick Analysis in Hyperbolic Local Volatility Model with Quasi‐Monte Carlo
Hok, Julien, (2021)
Application of Quasi Monte Carlo and Global Sensitivity Analysis to Option Pricing and Greeks : Finite Differences vs. AAD
Scoleri, Stefano, (2021)
Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis
Bianchetti, Marco, (2015)