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ECONIS (ZBW)
713
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1
Counterparty credit exposures for interest rate derivatives using the stochastic grid bundling method
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 175-196
Persistent link: https://www.econbiz.de/10011704227
Saved in:
2
Examining the efficiency of American put option pricing by Monte Carlo methods with variance reduction
Chang, George
- In:
International journal of economics and finance
10
(
2018
)
2
,
pp. 10-13
Persistent link: https://www.econbiz.de/10011814902
Saved in:
3
Pricing Asian options : a comparison of numerical and simulation approaches twenty years later
Horvath, Akos
;
Medvegyev, Peter
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 810-841
Persistent link: https://www.econbiz.de/10011657691
Saved in:
4
A cost of carry-based framework for the Bitcoin futures price modeling
Lian, Yu-Min
;
Cheng, Chi-Hung
;
Lin, Shih-Hsun
;
Lin, …
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 42-53
Persistent link: https://www.econbiz.de/10012116666
Saved in:
5
Applications of randomized low discrepancy sequences to the valuation of complex securities
Ken Seng Tan
;
Boyle, Phelim P.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1747-1782
Persistent link: https://www.econbiz.de/10001508772
Saved in:
6
Quasi- Monte Carlo algorithm for pricing options
Li, Jenny X.
- In:
Revista de análisis económico
15
(
2000
)
1
,
pp. 111-119
Persistent link: https://www.econbiz.de/10001537962
Saved in:
7
Monte Carlo evaluation model of an undeveloped oil field
Cortazar, Gonzalo
;
Schwartz, Eduardo S.
- In:
Journal of energy finance & development
3
(
1998
)
1
,
pp. 73-84
Persistent link: https://www.econbiz.de/10001440011
Saved in:
8
Pricing general barrier options : a numerical approach using sharp large deviations
Baldi, Paolo
;
Caramellino, Lucia
;
Iovino, Maria Gabriella
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 293-322
Persistent link: https://www.econbiz.de/10001444185
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9
Estimating security price derivatives using simulation
Broadie, Mark
;
Glasserman, Paul
-
1993
Persistent link: https://www.econbiz.de/10000990346
Saved in:
10
Monte Carlo valuation of interest rate derivatives under stochastic volatility
Clewlow, Les
- In:
The journal of fixed income
7
(
1997
)
3
,
pp. 35-45
Persistent link: https://www.econbiz.de/10001233944
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