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Optimal importance sampling in securities pricing
Su, Yi; Fu, Michael - In: The journal of computational finance 5 (2002) 4, pp. 27-50
Persistent link: https://www.econbiz.de/10001695832
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Estimating multiple option Greeks simultaneously using random parameter regression
Fu, Haifeng; Jin, Xing; Pan, Guangming; Yang, Yanrong - In: The journal of computational finance 16 (2012) 2, pp. 85-84
Persistent link: https://www.econbiz.de/10010062333
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Pricing continuous Asian options : a comparison of Monte Carlo and Laplace transform inversion methods
Fu, Michael; Madan, Dilip B.; Wang, Tong - In: The journal of computational finance 2 (1998/1999) 2, pp. 49-74
Persistent link: https://www.econbiz.de/10001633397
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Estimating multiple option Greeks simultaneously using random parameter regression
Fu, Haifeng; Jin, Xing; Pan, Guangming; Yang, Yanrong - In: The journal of computational finance 16 (2012/13) 2, pp. 85-118
Persistent link: https://www.econbiz.de/10009702575