Comment on 'Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Levy Processes' by C. Ribeiro and N. Webber

Author： Becker Martin  

Publisher： Routledge Ltd

ISSN： 1466-4313

Source： Applied Mathematical Finance, Vol.17, Iss.2, 2010-04, pp. : 133-146

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Monte Carlo applied to exotic digital options

By Vaugirard Victor E.  

Applied Mathematical Finance, Vol. 8, Iss. 3, 2001-09 ,pp. : 183-196

Routledge Ltd

Access to resources Recommend Favorite

ON THE CONSISTENCY OF REGRESSION‐BASED MONTE CARLO METHODS FOR PRICING BERMUDAN OPTIONS IN CASE OF ESTIMATED FINANCIAL MODELS

By  

MATHEMATICAL FINANCE, Vol. 25, Iss. 2, 2015-04 ,pp. : 371-399

John Wiley & Sons Inc

Access to resources Recommend Favorite

Bias Reduction for Pricing American Options by Least-Squares Monte Carlo

By Kan Kin Hung (Felix)   Reesor R. Mark  

Applied Mathematical Finance, Vol. 19, Iss. 3, 2012-07 ,pp. : 195-217

Routledge Ltd

Access to resources Recommend Favorite

Is High T C Possible in (Ga,Mn)N?: Monte Carlo Simulation vs. Mean Field Approximation

By Sato K.  

Journal of Superconductivity: Incorporating Novel Magnetism, Vol. 18, Iss. 1, 2005-02 ,pp. : 33-36

Springer Publishing Company

Access to resources Recommend Favorite

Comparison of transmission probabilities calculated by Monte Carlo simulation and analytical methods

By Szwemin P.   Niewinski M.  

Vacuum, Vol. 67, Iss. 3, 2002-09 ,pp. : 359-362

Elsevier

Access to resources Recommend Favorite