Narrow search
Showing 1 - 10 of 753,188
Cover Image
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
Cover Image
Asymptotically optimal importance sampling and stratification for pricing path-dependent options
Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez - In: Mathematical finance : an international journal of … 9 (1999) 2, pp. 117-152
Persistent link: https://www.econbiz.de/10001372181
Cover Image
Estimating security price derivatives using simulation
Broadie, Mark; Glasserman, Paul - 1993
Persistent link: https://www.econbiz.de/10000990346
Cover Image
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
Cover Image
Using simulations to price compound options and calculate partial differentials
Siddiqi, Mazhar A. - In: Advances in quantitative analysis of finance and … 8 (2000), pp. 61-86
Persistent link: https://www.econbiz.de/10001543195
Cover Image
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
Cover Image
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Cover Image
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
Cover Image
Valuation of multidimensional American path-dependent options : a simulation approach
Scholz, Stefan - 2002
Persistent link: https://www.econbiz.de/10001665004
Cover Image
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