Monte Carlo method for pricing complex financial derivatives: An innovative approach to the control of convergence

Ilaria Bendato; Lucia Cassettari; Pier Giuseppe Giribone; Roberto Mosca

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Monte Carlo method for pricing complex financial derivatives: An innovative approach to the control of convergence

机译：复杂金融衍生产品定价的蒙特卡罗方法：一种控制融合的创新方法

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《Applied mathematical sciences》 |2015年第124期|共22页
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Ilaria Bendato; Lucia Cassettari; Pier Giuseppe Giribone; Roberto Mosca;
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1. Monte Carlo method for pricing complex financial derivatives: An innovative approach to the control of convergence [J] . Ilaria Bendato, Lucia Cassettari, Pier Giuseppe Giribone, Applied mathematical sciences . 2015,第124期

机译：复杂金融衍生产品定价的蒙特卡罗方法：一种控制融合的创新方法
2. GOOD PATH GENERATION METHODS IN QUASI-MONTE CARLO FOR PRICING FINANCIAL DERIVATIVES [J] . ZHIJIAN HE, XIAOQUN WANG SIAM Journal on Scientific Computing . 2014,第2期

机译：拟蒙特卡罗方法定价的良好路径生成方法
3. A Computational Approach to Financial Option Pricing Using Quasi Monte Carlo Methods via Variance Reduction Techniques [J] . Farshid Mehrdoust, Kianoush Fathi Vajargah Journal of Mathematical Finance . 2012,第2期

机译：基于方差减少技术的准蒙特卡洛方法的金融期权定价计算方法
4. A parallel Monte Carlo simulation on cluster systems for financial derivatives pricing [C] . Jin Suk Kim, Suk Joon Byun Evolutionary Computation, 2005. The 2005 IEEE Congress on . 2005

机译：集群系统金融衍生品定价的并行蒙特卡洛模拟
5. Monte Carlo and quasi-Monte Carlo methods in financial derivative pricing. [D] . Goncu, Ahmet. 2009

机译：金融衍生产品定价中的蒙特卡洛和准蒙特卡洛方法。
6. The value of Monte Carlo model-based variance reduction technology in the pricing of financial derivatives [O] . Yunyu Zhang 2020

机译：基于蒙特卡洛模型的方差减少技术在金融衍生产品定价中的价值
7. A Computational Approach to Financial Option Pricing Using Quasi Monte Carlo Methods via Variance Reduction Techniques [O] . Kianoush Fathi Vajargah, Farshid Mehrdoust 2012

机译：基于方差减少技术的拟蒙特卡罗方法的金融期权定价计算方法

Monte Carlo method for pricing complex financial derivatives: An innovative approach to the control of convergence

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