//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Derivative"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"quasi-Monte Carlo"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivative
Monte Carlo simulation
41
Monte-Carlo-Simulation
40
Quasi-Monte Carlo
40
Option pricing theory
26
Optionspreistheorie
26
Simulation
22
quasi-Monte Carlo
19
Stochastic process
14
Stochastischer Prozess
14
Monte Carlo
13
Theorie
11
Theory
11
Quasi-Monte Carlo method
10
Numerical integration
8
Option trading
8
Optionsgeschäft
8
Quasi-Monte Carlo methods
8
Estimation theory
7
Greeks
7
Option pricing
7
Schätztheorie
7
Variance reduction
6
Volatility
6
Volatilität
6
option pricing
6
quasi-Monte Carlo methods
6
Markov chain
5
Monte Carlo method
5
Quasi Monte Carlo
5
Quasi-Monte Carlo integration
5
(t
4
American options
4
Antithetic draws
4
Derivat
4
Dimension reduction
4
Discrepancy
4
Greece
4
Griechenland
4
Halton draws
4
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
4
Author
All
Farkas, Walter
1
Ferrari, Francesco
1
Jia, Jiayi
1
Lai, Yongzeng
1
Li, Lin
1
Tan, Vinna
1
Ulrych, Urban
1
Wang, Xiaoqun
1
Xiao, Ye
1
Yamada, Toshihiro
1
Yamamoto, Kenta
1
more ...
less ...
Published in...
All
Computational economics
1
Finance research letters
1
Quantitative finance
1
Swiss Finance Institute Research Paper
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing Autocallables under Local-Stochastic Volatility
Farkas, Walter
;
Ferrari, Francesco
;
Ulrych, Urban
-
2022
exotic derivatives such as autocallables. We use
quasi-Monte
Carlo
methods to study the pricing given the Heston LSV model …
Persistent link: https://www.econbiz.de/10013491888
Saved in:
2
A second-order discretization with Malliavin weight and
Quasi-Monte
Carlo
method for option pricing
Yamada, Toshihiro
;
Yamamoto, Kenta
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1825-1837
Persistent link: https://www.econbiz.de/10012313518
Saved in:
3
Exotic options pricing under special Lévy process models : a biased control variate method approach
Jia, Jiayi
;
Lai, Yongzeng
;
Li, Lin
;
Tan, Vinna
- In:
Finance research letters
34
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012436769
Saved in:
4
Enhancing
quasi-Monte
Carlo
simulation by minimizing effective dimension for derivative pricing
Xiao, Ye
;
Wang, Xiaoqun
- In:
Computational economics
54
(
2019
)
1
,
pp. 343-366
Persistent link: https://www.econbiz.de/10012134177
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->