SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Continuous-Time Monte Carlo Methods and Variance Reduction
0 references·2 citing·7 second hop
Continuous-Time Monte Carlo Methods and Variance Reduction (1997)Continuous-Time Monte Carlo Methods and V…Practical Variance Reduction via Regression for Simulating Diffusions (2009)Practical Variance Reduction …MONTE CARLO EVALUATION OF AMERICAN OPTIONS USING CONSUMPTION PROCESSES (2006)MONTE CARLO EVALUATION OF AME…Monte Carlo methods for security pricing (1997)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Monte Carlo Methods in Financial Engineering (2003)Representations for Optimal Stopping under Dynamic Monetary Utility Functionals (2010)Applications of Malliavin calculus to Monte Carlo methods in finance (1999)The Malliavin Calculus and Related Topics (2006)Counterparty Credit Exposures for Interest Rate Derivatives Using the Stochastic Grid Bundling Method (2014)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2009Practical Variance Reduction via Regression for Simulating Diffusions19 cited
  • 2006MONTE CARLO EVALUATION OF AMERICAN OPTIONS USING CONSUMPTION PROCESSES18 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work