Matches in SemOpenAlex for { <https://semopenalex.org/work/W2125300223> ?p ?o ?g. }
Showing items 1 to 90 of
90
with 100 items per page.
- W2125300223 abstract "American options pricing has the backward nature of iterative search feature. Based on the least-squares Monte Carlo(LSM), this paper employs Faure sequences and doubles the sample's number by antithetic variate method to decrease the variance of simulation. Then, underling assets are valued. Thus, weighted least-squares quasi-Monte Carlo (WLSQM) is proposed by weighted least-squares regression. Comparing the two methods with option value, standard error and computation cost, WLSQM is better than LSM, which validates WLSQM is efficient on pricing American options." @default.
- W2125300223 created "2016-06-24" @default.
- W2125300223 creator A5025580427 @default.
- W2125300223 creator A5058675840 @default.
- W2125300223 date "2008-10-01" @default.
- W2125300223 modified "2023-09-25" @default.
- W2125300223 title "Valuing American Options by Weighted Least-Squares Quasi-Monte Carlo" @default.
- W2125300223 cites W1602773783 @default.
- W2125300223 cites W1964916079 @default.
- W2125300223 cites W1966558972 @default.
- W2125300223 cites W1968611368 @default.
- W2125300223 cites W1982039177 @default.
- W2125300223 cites W2012225501 @default.
- W2125300223 cites W2031141876 @default.
- W2125300223 cites W2034638017 @default.
- W2125300223 cites W2126311658 @default.
- W2125300223 cites W3123401849 @default.
- W2125300223 doi "https://doi.org/10.1109/wicom.2008.2321" @default.
- W2125300223 hasPublicationYear "2008" @default.
- W2125300223 type Work @default.
- W2125300223 sameAs 2125300223 @default.
- W2125300223 citedByCount "0" @default.
- W2125300223 crossrefType "proceedings-article" @default.
- W2125300223 hasAuthorship W2125300223A5025580427 @default.
- W2125300223 hasAuthorship W2125300223A5058675840 @default.
- W2125300223 hasConcept C101710237 @default.
- W2125300223 hasConcept C105795698 @default.
- W2125300223 hasConcept C111350023 @default.
- W2125300223 hasConcept C11413529 @default.
- W2125300223 hasConcept C121683094 @default.
- W2125300223 hasConcept C121955636 @default.
- W2125300223 hasConcept C126255220 @default.
- W2125300223 hasConcept C13153151 @default.
- W2125300223 hasConcept C162324750 @default.
- W2125300223 hasConcept C185429906 @default.
- W2125300223 hasConcept C19499675 @default.
- W2125300223 hasConcept C196083921 @default.
- W2125300223 hasConcept C28826006 @default.
- W2125300223 hasConcept C33923547 @default.
- W2125300223 hasConcept C41008148 @default.
- W2125300223 hasConcept C45374587 @default.
- W2125300223 hasConcept C62644790 @default.
- W2125300223 hasConcept C63320529 @default.
- W2125300223 hasConcept C9936470 @default.
- W2125300223 hasConceptScore W2125300223C101710237 @default.
- W2125300223 hasConceptScore W2125300223C105795698 @default.
- W2125300223 hasConceptScore W2125300223C111350023 @default.
- W2125300223 hasConceptScore W2125300223C11413529 @default.
- W2125300223 hasConceptScore W2125300223C121683094 @default.
- W2125300223 hasConceptScore W2125300223C121955636 @default.
- W2125300223 hasConceptScore W2125300223C126255220 @default.
- W2125300223 hasConceptScore W2125300223C13153151 @default.
- W2125300223 hasConceptScore W2125300223C162324750 @default.
- W2125300223 hasConceptScore W2125300223C185429906 @default.
- W2125300223 hasConceptScore W2125300223C19499675 @default.
- W2125300223 hasConceptScore W2125300223C196083921 @default.
- W2125300223 hasConceptScore W2125300223C28826006 @default.
- W2125300223 hasConceptScore W2125300223C33923547 @default.
- W2125300223 hasConceptScore W2125300223C41008148 @default.
- W2125300223 hasConceptScore W2125300223C45374587 @default.
- W2125300223 hasConceptScore W2125300223C62644790 @default.
- W2125300223 hasConceptScore W2125300223C63320529 @default.
- W2125300223 hasConceptScore W2125300223C9936470 @default.
- W2125300223 hasLocation W21253002231 @default.
- W2125300223 hasOpenAccess W2125300223 @default.
- W2125300223 hasPrimaryLocation W21253002231 @default.
- W2125300223 hasRelatedWork W1472871032 @default.
- W2125300223 hasRelatedWork W1574206118 @default.
- W2125300223 hasRelatedWork W1587177496 @default.
- W2125300223 hasRelatedWork W1705977757 @default.
- W2125300223 hasRelatedWork W1993728783 @default.
- W2125300223 hasRelatedWork W2020207464 @default.
- W2125300223 hasRelatedWork W2041557184 @default.
- W2125300223 hasRelatedWork W2060670423 @default.
- W2125300223 hasRelatedWork W2099956171 @default.
- W2125300223 hasRelatedWork W2107214643 @default.
- W2125300223 hasRelatedWork W2110029167 @default.
- W2125300223 hasRelatedWork W2136512149 @default.
- W2125300223 hasRelatedWork W2265490255 @default.
- W2125300223 hasRelatedWork W2266875827 @default.
- W2125300223 hasRelatedWork W2388478399 @default.
- W2125300223 hasRelatedWork W2984725134 @default.
- W2125300223 hasRelatedWork W3123465479 @default.
- W2125300223 hasRelatedWork W3124767617 @default.
- W2125300223 hasRelatedWork W74422094 @default.
- W2125300223 hasRelatedWork W2152540643 @default.
- W2125300223 isParatext "false" @default.
- W2125300223 isRetracted "false" @default.
- W2125300223 magId "2125300223" @default.
- W2125300223 workType "article" @default.