机译:使用蒙特卡洛方法的多维百慕大/美式期权的并行定价算法
INR1A Sophia Antipolis Mediterranee, I3S CNRS, Universite de Nice Sophia-Antipolis, 2004, Route des Lucioles,BP93, 06902 Sophia-Antipolis Cedex, France;
INR1A Sophia Antipolis Mediterranee, I3S CNRS, Universite de Nice Sophia-Antipolis, 2004, Route des Lucioles,BP93, 06902 Sophia-Antipolis Cedex, France;
INR1A Sophia Antipolis Mediterranee, I3S CNRS, Universite de Nice Sophia-Antipolis, 2004, Route des Lucioles,BP93, 06902 Sophia-Antipolis Cedex, France;
INR1A Sophia Antipolis Mediterranee, I3S CNRS, Universite de Nice Sophia-Antipolis, 2004, Route des Lucioles,BP93, 06902 Sophia-Antipolis Cedex, France;
Department Biological Chemistry & Molecular Pharmacology, Harvard Medical School, SGM-105, Harvard Medical School,250 Longwood Ave, Boston, MA 02115, USA;
multi-dimensional bermudan/american option; parallel distributed monte carlo methods; grid computing;
机译:估计财务模型下基于回归的蒙特卡罗方法定价伯曼丹期权的一致性
机译:使用降低方差的蒙特卡洛方法对高维百慕大期权定价
机译:动态先行蒙特卡洛算法,用于定价百慕大期权
机译:“覆盖”分类 - 蒙特卡罗定价高维百慕大美式选项算法
机译:用多维资产对亚洲期权定价的并行算法。
机译:基本和复杂机制模型的并行S-ADAPT蒙特卡洛重要性采样算法的性能和鲁棒性
机译:使用蒙特卡洛方法的多维百慕大/美式期权并行定价算法