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A risk-neutral stochastic volatility model
Zhu, Yingzi - In: International journal of theoretical and applied finance 1 (1998) 2, pp. 289-310
Persistent link: https://www.econbiz.de/10001240151
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Monte Carlo simulation of volatility clustering in market model with herding
Stauffer, Dietrich (contributor) - In: International journal of theoretical and applied finance 2 (1999) 1, pp. 83-94
Persistent link: https://www.econbiz.de/10001372092
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On the profit and loss distribution of dynamic hedging strategies
Esipov, Sergej; Vajsburd, Igor - In: International journal of theoretical and applied finance 2 (1999) 2, pp. 131-152
Persistent link: https://www.econbiz.de/10001394239
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Weighted Monte Carlo : a new technique for calibrating asset-pricing models
Avellaneda, Marco (contributor) - In: International journal of theoretical and applied finance 4 (2001) 1, pp. 91-119
Persistent link: https://www.econbiz.de/10001554218
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An adaptive method for evaluating multidimensional contingent claims: Part 1
Dahl, Lars O. - In: International journal of theoretical and applied finance 6 (2003) 3, pp. 301-316
Persistent link: https://www.econbiz.de/10001769198
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The pricing of exotic options by Monte-Carlo simulations in a Lèvy market with stochastic volatility
Schoutens, Wim; Symens, Stijn - In: International journal of theoretical and applied finance 6 (2003) 8, pp. 839-864
Persistent link: https://www.econbiz.de/10001862172
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Quasi Monte-Carlo evaluation of sensitivities of options in commodity and energy markets
Benth, Fred Espen; Dahl, Lars O.; Hvistendahl Karlsen, … - In: International journal of theoretical and applied finance 6 (2003) 8, pp. 865-884
Persistent link: https://www.econbiz.de/10001862191
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Localized Monte Carlo algorithm to compute prices of path dependent options on trees
Ferrando, Sebastian E.; Bernal, Ariel J. - In: International journal of theoretical and applied finance 8 (2005) 5, pp. 553-574
Persistent link: https://www.econbiz.de/10003058614
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A new Monte Carlo method for American options
Milʹstejn, Grigorij N.; Reiß, O.; Schoenmakers, John - In: International journal of theoretical and applied finance 7 (2004) 5, pp. 591-614
Persistent link: https://www.econbiz.de/10002171485
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An adaptive method for evaluating multidimensional contingent claims : part II
Dahl, Lars O. - In: International journal of theoretical and applied finance 6 (2003) 4, pp. 327-353
Persistent link: https://www.econbiz.de/10001779819