3 search results - page 1 / 1 » Reconfigurable Control Variate Monte-Carlo Designs for Prici... |
FPL
2010
Springer
13 years 2 months ago
2010
Springer
Exotic options are financial derivatives which have complex features including path-dependency. These complex features make them difficult to price, as only computationally intensi...
WSC
2007
13 years 7 months ago
2007
Equity Indexed Annuities (EIAs) are popular insurance contracts. EIAs provide the insured with a guaranteed accumulation rate on their premium at maturity. In addition, the insure...
MOR
2007
13 years 4 months ago
2007
Adaptive Monte Carlo methods are simulation efficiency improvement techniques designed to adaptively tune simulation estimators. Most of the work on adaptive Monte Carlo methods h...