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~isPartOf:"European journal of operational research : EJOR"
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European journal of operational research : EJOR
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Optimal search for parameters in Monte Carlo simulation for derivative pricing
Wang, Chuan-Ju
;
Kao, Ming-Yang
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 683-690
Persistent link: https://www.econbiz.de/10011436827
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An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures
Weng, Chengfeng
;
Wang, Xiaoqun
;
He, Zhijian
- In:
European journal of operational research : EJOR
254
(
2016
)
1
,
pp. 304-311
Persistent link: https://www.econbiz.de/10011503307
Saved in:
3
Asymptotic formulas for the derivates of probability functions and their Monte Carlo estimations
Garnier, Josselin
;
Omrane, Abdennebi
;
Rouchdy, Youssef
- In:
European journal of operational research : EJOR
198
(
2009
)
3
,
pp. 848-858
Persistent link: https://www.econbiz.de/10003857819
Saved in:
4
Copula sensitivity analysis for portfolio credit derivatives
Lei, Lei
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 455-466
Persistent link: https://www.econbiz.de/10014283065
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