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An integrated Quasi-Monte Carlo method for handling high dimensional problems with discontinuities in financial engineering
He, Zhijian; Wang, Xiaoqun - In: Computational economics 57 (2021) 2, pp. 693-718
Persistent link: https://www.econbiz.de/10012486953
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A guide to the StatFact EViews add-in
Rahal, Charles - In: Computational economics 48 (2016) 1, pp. 183-188
Persistent link: https://www.econbiz.de/10011646842
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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
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Quasi-Monte Carlo-based conditional Malliavin method for continuous-time Asian option Greeks
Yu, Chao; Wang, Xiaoqun - In: Computational economics 62 (2023) 1, pp. 325-360
Persistent link: https://www.econbiz.de/10014327500