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Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R. (contributor); Hurd, T.R. (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
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Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa (contributor);  … - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
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Convergence of the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690050
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Power and bipower variation with stocjastic volatility and jumps
Brandorff-Nielsen, Ole E. (contributor);  … - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
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Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene (contributor);  … - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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Cross-currency LIBOR market models
Mikkelsen, Peter (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858