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Improved variance reduced Monte-Carlo simulation of in-the-money options
Müller, Armin - In: Journal of mathematical finance 6 (2016) 3, pp. 361-367
Persistent link: https://www.econbiz.de/10011583475
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Variance reduction techniques of importance sampling Monte Carlo methods for pricing options
Zhao, Qiang; Liu, Guo; Gu, Guiding - In: Journal of mathematical finance 3 (2013) 4, pp. 431-436
Persistent link: https://www.econbiz.de/10010239518
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Pricing Asian options : a comparison of numerical and simulation approaches twenty years later
Horvath, Akos; Medvegyev, Peter - In: Journal of mathematical finance 6 (2016) 5, pp. 810-841
Persistent link: https://www.econbiz.de/10011657691
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A cost of carry-based framework for the Bitcoin futures price modeling
Lian, Yu-Min; Cheng, Chi-Hung; Lin, Shih-Hsun; Lin, … - In: Journal of mathematical finance 9 (2019) 1, pp. 42-53
Persistent link: https://www.econbiz.de/10012116666
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A computational approach to financial option pricing using quasi Monte Carlo methods via variance reduction techniques
Mehrdoust, Farshid; Vajargah, Kianoush Fathi - In: Journal of mathematical finance 2 (2012) 2, pp. 195-198
Persistent link: https://www.econbiz.de/10009719240
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Modeling of insurance data through two heavy tailed distributions : computations of some of their actuarial quantities through simulation from their equilibrium distributions and t...
Nath, Dilip C.; Das, Jagriti - In: Journal of mathematical finance 6 (2016) 3, pp. 378-400
Persistent link: https://www.econbiz.de/10011583507
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Bayesian item response analysis of method-of-payment habits in banking surveys
Muthukumarana, Saman; Vincent, Kyle; Tichon, Jenna G. - In: Journal of mathematical finance 9 (2019) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10012116653
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Stochastic Ito-Calculus and numerical approximations for asset price forecasting in the Nigerian stock market
Urama, Thomas Chinwe; Ezepue, Patrick Oseloka - In: Journal of mathematical finance 8 (2018) 4, pp. 640-667
Persistent link: https://www.econbiz.de/10012016532
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Calibration and simulation of arbitrage effects in a non-equilibrium quantum black-scholes model by using semi-classical methods
Contreras, Mauricio; Pellicer, Rely; Santiagos, Daniel; … - In: Journal of mathematical finance 6 (2016) 4, pp. 541-561
Persistent link: https://www.econbiz.de/10011656953
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Uncovering the distribution of option implied risk aversion
Kyriacou, Maria; Olmo, Jose; Strittmatter, Marius - In: Journal of mathematical finance 9 (2019) 2, pp. 81-104
Persistent link: https://www.econbiz.de/10012116675