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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक:	Burgos, S
स्वरूप:	थीसिस
प्रकाशित:	Mathematical Institute;University of Oxford 2009

समान संसाधन

Vibrato Monte Carlo and the calculation of greeks
द्वारा: Keegan, S
प्रकाशित: (2008)

Vibrato Monte Carlo and the calculation of greeks
द्वारा: Keegan, S
प्रकाशित: (2008)

Vibrato Monte Carlo sensitivities
द्वारा: Giles, M
प्रकाशित: (2009)

Vibrato Monte Carlo sensitivities.
द्वारा: Giles, M
प्रकाशित: (2007)

The computation of Greeks with multilevel Monte Carlo
द्वारा: Burgos, S
प्रकाशित: (2014)

Entrenamiento del vibrato en cantantes Vibrato training in singers
द्वारा: Marco Antonio Guzmán
प्रकाशित: (2011-06-01)

O vibrato no violoncelo
द्वारा: Henrique Lucena, और अन्य
प्रकाशित: (2022-12-01)

Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff
द्वारा: Giles, M, और अन्य
प्रकाशित: (2009)

Computing Greeks with Multilevel Monte Carlo Methods using Importance Sampling
द्वारा: Euget, T
प्रकाशित: (2012)

The role of vibrato in the perception of violin timbral quality
द्वारा: Law, Michele Soo Ling
प्रकाशित: (2002)

Ney İcrasında Vibrato Tekniğine Dair Bir İnceleme
द्वारा: Lokman Öztürk
प्रकाशित: (2023-03-01)

VIBRATO IN THE MODERN POP-MUSIC: TECHNOLOGICAL AND PERFORMING ASPECTS
द्वारा: JULEA, VIOLETA
प्रकाशित: (2023-12-01)

O vibrato de cantores profissionais da música gospel
द्वारा: Ana Carla Schmidel Lourenço Silva, और अन्य
प्रकाशित: (2014-08-01)

Smoking Adjoints: fast evaluation of Greeks in Monte Carlo calculations
द्वारा: Giles, M, और अन्य
प्रकाशित: (2005)

Strategy Complexity of Point Payoff, Mean Payoff and Total Payoff Objectives in Countable MDPs
द्वारा: Richard Mayr, और अन्य
प्रकाशित: (2023-03-01)

Vibrato in Singing Voice: The Link between Source-Filter and Sinusoidal Models
द्वारा: Arroabarren Ixone, और अन्य
प्रकाशित: (2004-01-01)

Computer session on Monte Carlo
द्वारा: Soisson F.
प्रकाशित: (2011-05-01)

Comparative Study of Musical Timbral Variations: Crescendo and Vibrato Using FFT-Acoustic Descriptor
द्वारा: Yubiry Gonzalez, और अन्य
प्रकाशित: (2023-09-01)

Photogrammetry and Monte Carlo Simulation based statistical characterization of rock mass discontinuity parameters
द्वारा: Kausar Shah, और अन्य
प्रकाशित: (2022-06-01)

Monte Carlo strategies in scientific computing /
द्वारा: 209834 Liu, Jun S.
प्रकाशित: (2001)

Seek change, not payoffs
द्वारा: Md. , Moniruzzaman
प्रकाशित: (2010)

Continuous Positional Payoffs
द्वारा: Alexander Kozachinskiy
प्रकाशित: (2023-08-01)

Competitive Centipede Games: Zero-End Payoffs and Payoff Inequality Deter Reciprocal Cooperation
द्वारा: Eva M. Krockow, और अन्य
प्रकाशित: (2015-08-01)

Monte Carlo evaluation of sensitivities in computational finance
द्वारा: Giles, M
प्रकाशित: (2007)

Monte Carlo evaluation of sensitivities in computational finance.
द्वारा: Giles, M
प्रकाशित: (2007)

Parallel Monte Carlo computations in SCore environment
द्वारा: Svajonė Vošterienė
प्रकाशित: (2004-12-01)

Accelerated quantum Monte Carlo with probabilistic computers
द्वारा: Shuvro Chowdhury, और अन्य
प्रकाशित: (2023-04-01)

Monte carlo and quasi-monte carlo methods 2006 /
द्वारा: International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (7th : 2006 : Ulm, Germany), और अन्य
प्रकाशित: (2008)

Rational behavior with payoff uncertainty
द्वारा: Dekel, Eddie, और अन्य
प्रकाशित: (2011)

Payoffs and pitfalls of strategic learning
द्वारा: Barnett, M
प्रकाशित: (2008)

Learning the payoffs and costs of actions
द्वारा: Möller, M, और अन्य
प्रकाशित: (2019)

Adaptive Dynamics with Payoff Heterogeneity.
द्वारा: Myatt, D, और अन्य
प्रकाशित: (1997)

Payoffs and pitfalls of strategic learning
द्वारा: Starbuck, W, और अन्य
प्रकाशित: (2008)

Computational and visualization techniques for Monte Carlo based SPECT
द्वारा: Dobrzeniecki, Andrew B. (Andrew Bruno), और अन्य
प्रकाशित: (2014)

Partial Monte Carlo sampling for computer generated holograms
द्वारा: Alfonso Blesa, और अन्य
प्रकाशित: (2024-01-01)

On the Monte Carlo Matrix Computations on Intel MIC Architecture
द्वारा: Karaivanova Aneta, और अन्य
प्रकाशित: (2017-12-01)

Monte Carlo dose index estimation in computed tomography
द्वारा: Moncef ATI, और अन्य
प्रकाशित: (2020-11-01)

The adaptation method in the Monte Carlo simulation for computed tomography
द्वारा: Hyounggun Lee, और अन्य
प्रकाशित: (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.
द्वारा: Jonathan A Kemp
प्रकाशित: (2017-01-01)

Investigation into the properties and application of the Diffusion Monte Carlo method
द्वारा: Orieka, Ogheneovie (Ogheneovie O.)
प्रकाशित: (2014)