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Option pricing theory
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Quantitative finance
International journal of theoretical and applied finance
7
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Intelectuali din Balcani in Romania (sec. XVII-XIX)
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Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing
Bayer, Christian
;
Ben Hammouda, Chiheb
;
Tempone, Raúl
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 209-227
Persistent link: https://www.econbiz.de/10014232621
Saved in:
2
Exchange options under clustered jump dynamics
Ma, Yong
;
Pan, Dongtao
;
Wang, Tianyang
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 949-967
Persistent link: https://www.econbiz.de/10012262652
Saved in:
3
Quasi-Monte Carlo-based conditional pathwise method for option Greeks
Zhang, Chaojun
;
Wang, Xiaoqun
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 49-67
Persistent link: https://www.econbiz.de/10012194854
Saved in:
4
A systematic and efficient simulation scheme for the Greeks of financial derivatives
Lyuu, Yuh-dauh
;
Teng, Huei-Wen
;
Tseng, Yao-Te
;
Wang, …
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1199-1219
Persistent link: https://www.econbiz.de/10012194755
Saved in:
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