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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Black-Scholes-Modell"
~subject:"Monte-Carlo-Simulation"
~subject:"USA"
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Quasi- Monte Carol methods for the Heston model
Baldeaux, Jan
;
Roberts, Dale
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2012
Persistent link: https://www.econbiz.de/10009564454
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2
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663093
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3
The evaluation of American compound option prices under stochastic volatility using the sparse grid approach
Chiarella, Carl
;
Kang, Boda
-
2009
Persistent link: https://www.econbiz.de/10003857524
Saved in:
4
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662353
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