Efficient Simulation for Derivative Pricing
The article introduces a new simulation-based method for pricing and managing risk of financial derivatives during rare events, proving to be more efficient, accurate, and flexible than traditional methods.
Featured in No. 25 on 8 Nov 2023 ·
- Released
- 8 Jun 2022
- First featured
- No. 25 · 8 Nov 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 85
- Identifier
- SSRN 4625397
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).