Variance Reduction Techniques for Basket Option

2010 International Conference on Management and Service Science ◽

10.1109/icmss.2010.5578221 ◽

2010 ◽

Author(s):

Haijun Yang ◽

Sa An

Keyword(s):

Variance Reduction ◽

Variance Reduction Techniques ◽

Reduction Techniques ◽

Download Full-text

Variance reduction techniques for pricing American options using function approximations

The Journal of Computational Finance ◽

10.21314/jcf.2009.208 ◽

2009 ◽

Vol 12 (3) ◽

pp. 79-102 ◽

Author(s):

Sandeep Juneja ◽

Himanshu Kalra

Keyword(s):

Variance Reduction ◽

American Options ◽

Variance Reduction Techniques ◽

Reduction Techniques ◽

Function Approximations

Download Full-text

Combining Latin Hypercube Sampling with Other Variance Reduction Techniques

SSRN Electronic Journal ◽

10.2139/ssrn.2179680 ◽

2012 ◽

Author(s):

Natalie Packham

Keyword(s):

Variance Reduction ◽

Latin Hypercube Sampling ◽

Latin Hypercube ◽

Variance Reduction Techniques ◽

Reduction Techniques

Download Full-text

Variance Reduction Techniques

Journal of the Operational Research Society ◽

10.1057/jors.1985.88 ◽

1985 ◽

Vol 36 (6) ◽

pp. 525-530 ◽

Author(s):

B. A. P. James

Keyword(s):

Variance Reduction ◽

Variance Reduction Techniques ◽

Reduction Techniques

Download Full-text

Implementation of variance-reduction techniques for Monte Carlo nuclear logging calculations with neutron sources

Radiation Protection Dosimetry ◽

10.1093/rpd/nci245 ◽

2005 ◽

Vol 116 (1-4) ◽

pp. 498-503 ◽

Author(s):

M. Maučec

Keyword(s):

Monte Carlo ◽

Variance Reduction ◽

Neutron Sources ◽

Variance Reduction Techniques ◽

Reduction Techniques

Download Full-text

Variance Reduction Techniques of Importance Sampling Monte Carlo Methods for Pricing Options

Journal of Mathematical Finance ◽

10.4236/jmf.2013.34045 ◽

2013 ◽

Vol 03 (04) ◽

pp. 431-436 ◽

Author(s):

Qiang Zhao ◽

Guo Liu ◽

Guiding Gu

Keyword(s):

Monte Carlo ◽

Importance Sampling ◽

Monte Carlo Methods ◽

Variance Reduction ◽

Variance Reduction Techniques ◽

Pricing Options ◽

Reduction Techniques

Download Full-text

Investigating the Effectiveness of Variance Reduction Techniques in Manufacturing, Call Center and Cross-Docking Discrete Event Simulation Models

SSRN Electronic Journal ◽

10.2139/ssrn.2824948 ◽

2012 ◽

Author(s):

Adrian Adewunmi ◽

Uwe Aickelin

Keyword(s):

Discrete Event Simulation ◽

Call Center ◽

Variance Reduction ◽

Discrete Event ◽

Simulation Models ◽

Event Simulation ◽

Variance Reduction Techniques ◽

Reduction Techniques ◽

Download Full-text

Confidence intervals for quantiles when applying variance-reduction techniques

ACM Transactions on Modeling and Computer Simulation ◽

10.1145/2133390.2133394 ◽

2012 ◽

Vol 22 (2) ◽

pp. 1-25 ◽

Author(s):

Fang Chu ◽

Marvin K. Nakayama

Keyword(s):

Confidence Intervals ◽

Variance Reduction ◽

Variance Reduction Techniques ◽

Reduction Techniques

Download Full-text

Variance Reduction Techniques

Simulation Techniques in Financial Risk Management ◽

10.1002/0471789496.ch6 ◽

2006 ◽

pp. 89-119

Keyword(s):

Variance Reduction ◽

Variance Reduction Techniques ◽

Reduction Techniques

Download Full-text

Appendix B – Variance Reduction Techniques

Studies in Computational Intelligence - Intelligent Systems in Oil Field Development under Uncertainty ◽

10.1007/978-3-540-93000-6_9 ◽

2009 ◽

pp. 243-246

Author(s):

Juan Guillermo Lazo Lazo

Keyword(s):

Variance Reduction ◽

Variance Reduction Techniques ◽

Reduction Techniques

Download Full-text

Variance Reduction Techniques for Nonstationary Simulation Models

10.21236/ada036687 ◽

1977 ◽

Author(s):

George S. Fishman

Keyword(s):

Variance Reduction ◽

Simulation Models ◽

Variance Reduction Techniques ◽

Reduction Techniques

Download Full-text