Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A smooth estimator for MC/QMC methods in finance |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
23 |
McMC estimation of multiscale stochastic volatility models with applications |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
55 |
Pricing Asian options with stochastic volatility |
1 |
1 |
1 |
14 |
1 |
1 |
2 |
59 |
Robust hedging performance and volatility risk in option markets: Application to Standard and Poor's 500 and Taiwan index options |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
63 |
Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
78 |
Total Journal Articles |
1 |
1 |
1 |
54 |
1 |
1 |
7 |
278 |