Comparative Study of Monte Carlo and Quasi-Monte Carlo Techniques for Enhanced Derivative Pricing

Documenti analoghi

• Denoised Monte Carlo for option pricing and Greeks estimation
  di: Daniluk, Andrzej, et al.
  Pubblicazione: (2024)
• A Two-Step Longstaff Schwartz Monte Carlo Approach to Game Option Pricing
  di: Wang, Ce
  Pubblicazione: (2024)
• Valuation Model of Chinese Convertible Bonds Based on Monte Carlo Simulation
  di: Liu, Yu
  Pubblicazione: (2024)
• Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis
  di: Bianchetti, Marco, et al.
  Pubblicazione: (2015)
• No-Arbitrage Pricing, Dynamics and Forward Prices of Collateralized Derivatives
  di: Calvelli, Alessio
  Pubblicazione: (2022)