Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
Dipartimento di Matematica Università degli Studi di Bari
Dipartimento di Matematica, Università degli Studi di Bari
Convenient Multiple Directions of Stratification
Implementing Quasi-Monte Carlo Simulations with Linear Transformations
Monte Carlo Methods and Path-Generation techniques for Pricing Multi-asset Path-dependent Options
Multidimensional Quasi-Monte Carlo Malliavin Greeks
Pricing and Hedging Asian Basket Options with Quasi-Monte Carlo Simulations
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