Investigation into Vibrato Monte Carlo for the Computation of
Greeks of Discontinuous Payoffs

Investigation into Vibrato Monte Carlo for the Computation of Greeks of Discontinuous Payoffs

Monte Carlo simulation is a popular method in computational finance. Its basic theory is relatively simple, it is also quite easy to implement and allows nevertheless an efficient pricing of financial options, even in high-dimensional problems (basket options, interest rates products...). The prici...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir:	Burgos, S
Formáid:	Tráchtas
Foilsithe / Cruthaithe:	Mathematical Institute;University of Oxford 2009

Míreanna comhchosúla

Vibrato Monte Carlo and the calculation of greeks
de réir: Keegan, S
Foilsithe / Cruthaithe: (2008)

Vibrato Monte Carlo and the calculation of greeks
de réir: Keegan, S
Foilsithe / Cruthaithe: (2008)

Vibrato Monte Carlo sensitivities
de réir: Giles, M
Foilsithe / Cruthaithe: (2009)

Vibrato Monte Carlo sensitivities.
de réir: Giles, M
Foilsithe / Cruthaithe: (2007)

The computation of Greeks with multilevel Monte Carlo
de réir: Burgos, S
Foilsithe / Cruthaithe: (2014)

Entrenamiento del vibrato en cantantes Vibrato training in singers
de réir: Marco Antonio Guzmán
Foilsithe / Cruthaithe: (2011-06-01)

O vibrato no violoncelo
de réir: Henrique Lucena, et al.
Foilsithe / Cruthaithe: (2022-12-01)

Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff
de réir: Giles, M, et al.
Foilsithe / Cruthaithe: (2009)

Computing Greeks with Multilevel Monte Carlo Methods using Importance Sampling
de réir: Euget, T
Foilsithe / Cruthaithe: (2012)

The role of vibrato in the perception of violin timbral quality
de réir: Law, Michele Soo Ling
Foilsithe / Cruthaithe: (2002)

Ney İcrasında Vibrato Tekniğine Dair Bir İnceleme
de réir: Lokman Öztürk
Foilsithe / Cruthaithe: (2023-03-01)

VIBRATO IN THE MODERN POP-MUSIC: TECHNOLOGICAL AND PERFORMING ASPECTS
de réir: JULEA, VIOLETA
Foilsithe / Cruthaithe: (2023-12-01)

O vibrato de cantores profissionais da música gospel
de réir: Ana Carla Schmidel Lourenço Silva, et al.
Foilsithe / Cruthaithe: (2014-08-01)

Smoking Adjoints: fast evaluation of Greeks in Monte Carlo calculations
de réir: Giles, M, et al.
Foilsithe / Cruthaithe: (2005)

Strategy Complexity of Point Payoff, Mean Payoff and Total Payoff Objectives in Countable MDPs
de réir: Richard Mayr, et al.
Foilsithe / Cruthaithe: (2023-03-01)

Vibrato in Singing Voice: The Link between Source-Filter and Sinusoidal Models
de réir: Arroabarren Ixone, et al.
Foilsithe / Cruthaithe: (2004-01-01)

Computer session on Monte Carlo
de réir: Soisson F.
Foilsithe / Cruthaithe: (2011-05-01)

Comparative Study of Musical Timbral Variations: Crescendo and Vibrato Using FFT-Acoustic Descriptor
de réir: Yubiry Gonzalez, et al.
Foilsithe / Cruthaithe: (2023-09-01)

Photogrammetry and Monte Carlo Simulation based statistical characterization of rock mass discontinuity parameters
de réir: Kausar Shah, et al.
Foilsithe / Cruthaithe: (2022-06-01)

Monte Carlo strategies in scientific computing /
de réir: 209834 Liu, Jun S.
Foilsithe / Cruthaithe: (2001)

Seek change, not payoffs
de réir: Md. , Moniruzzaman
Foilsithe / Cruthaithe: (2010)

Continuous Positional Payoffs
de réir: Alexander Kozachinskiy
Foilsithe / Cruthaithe: (2023-08-01)

Competitive Centipede Games: Zero-End Payoffs and Payoff Inequality Deter Reciprocal Cooperation
de réir: Eva M. Krockow, et al.
Foilsithe / Cruthaithe: (2015-08-01)

Monte Carlo evaluation of sensitivities in computational finance
de réir: Giles, M
Foilsithe / Cruthaithe: (2007)

Monte Carlo evaluation of sensitivities in computational finance.
de réir: Giles, M
Foilsithe / Cruthaithe: (2007)

Parallel Monte Carlo computations in SCore environment
de réir: Svajonė Vošterienė
Foilsithe / Cruthaithe: (2004-12-01)

Accelerated quantum Monte Carlo with probabilistic computers
de réir: Shuvro Chowdhury, et al.
Foilsithe / Cruthaithe: (2023-04-01)

Monte carlo and quasi-monte carlo methods 2006 /
de réir: International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (7th : 2006 : Ulm, Germany), et al.
Foilsithe / Cruthaithe: (2008)

Rational behavior with payoff uncertainty
de réir: Dekel, Eddie, et al.
Foilsithe / Cruthaithe: (2011)

Payoffs and pitfalls of strategic learning
de réir: Barnett, M
Foilsithe / Cruthaithe: (2008)

Learning the payoffs and costs of actions
de réir: Möller, M, et al.
Foilsithe / Cruthaithe: (2019)

Adaptive Dynamics with Payoff Heterogeneity.
de réir: Myatt, D, et al.
Foilsithe / Cruthaithe: (1997)

Payoffs and pitfalls of strategic learning
de réir: Starbuck, W, et al.
Foilsithe / Cruthaithe: (2008)

Computational and visualization techniques for Monte Carlo based SPECT
de réir: Dobrzeniecki, Andrew B. (Andrew Bruno), et al.
Foilsithe / Cruthaithe: (2014)

Partial Monte Carlo sampling for computer generated holograms
de réir: Alfonso Blesa, et al.
Foilsithe / Cruthaithe: (2024-01-01)

On the Monte Carlo Matrix Computations on Intel MIC Architecture
de réir: Karaivanova Aneta, et al.
Foilsithe / Cruthaithe: (2017-12-01)

Monte Carlo dose index estimation in computed tomography
de réir: Moncef ATI, et al.
Foilsithe / Cruthaithe: (2020-11-01)

The adaptation method in the Monte Carlo simulation for computed tomography
de réir: Hyounggun Lee, et al.
Foilsithe / Cruthaithe: (2015-06-01)

The physics of unwound and wound strings on the electric guitar applied to the pitch intervals produced by tremolo/vibrato arm systems.
de réir: Jonathan A Kemp
Foilsithe / Cruthaithe: (2017-01-01)

Investigation into the properties and application of the Diffusion Monte Carlo method
de réir: Orieka, Ogheneovie (Ogheneovie O.)
Foilsithe / Cruthaithe: (2014)