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Quasi-Monte Carlo-based conditional pathwise method for option Greeks
Zhang, Chaojun; Wang, Xiaoqun - In: Quantitative finance 20 (2020) 1, pp. 49-67
Persistent link: https://www.econbiz.de/10012194854
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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