Matches in SemOpenAlex for { <https://semopenalex.org/work/W596659966> ?p ?o ?g. }
Showing items 1 to 86 of
86
with 100 items per page.
- W596659966 abstract "The main goal of this thesis has been to study and develop faster and more accurate methods for pricing and hedging exotic options. This has involved work on models describing prices and hedges as well as the stochastics driving them. We have also put effort into algorithmic interpretation and implementation of the models to enable efficiency measurement with regards to computing time. In some of the articles we have aspired to find criteria to decide whether the pricing methods we have developed can be expected to perform well, enabling practicians to find a good numerical method for their given pricing/hedging problem easier. However, the most optimistic reader must be warned: We have not found one single method that works best for all types of option pricing problems, and we do not think that sucj a method exists. Pricing and hedging of exotic options involve thorough knowledge of the problem at hand, and the mastering of a tool box of numerical methods from which a suitible one can be picket. We beleive, however, that the thesis contributes som to the enlargement of the tool box." @default.
- W596659966 created "2016-06-24" @default.
- W596659966 creator A5010298579 @default.
- W596659966 creator A5044987464 @default.
- W596659966 date "2001-01-01" @default.
- W596659966 modified "2023-09-26" @default.
- W596659966 title "Valuation of Asian Basket Options with Quasi-Monte Carlo Techniques and Singular Value Decomposition" @default.
- W596659966 hasPublicationYear "2001" @default.
- W596659966 type Work @default.
- W596659966 sameAs 596659966 @default.
- W596659966 citedByCount "7" @default.
- W596659966 countsByYear W5966599662013 @default.
- W596659966 countsByYear W5966599662014 @default.
- W596659966 countsByYear W5966599662016 @default.
- W596659966 crossrefType "journal-article" @default.
- W596659966 hasAuthorship W596659966A5010298579 @default.
- W596659966 hasAuthorship W596659966A5044987464 @default.
- W596659966 hasConcept C10138342 @default.
- W596659966 hasConcept C101710237 @default.
- W596659966 hasConcept C105235620 @default.
- W596659966 hasConcept C105795698 @default.
- W596659966 hasConcept C11413529 @default.
- W596659966 hasConcept C126255220 @default.
- W596659966 hasConcept C127413603 @default.
- W596659966 hasConcept C138060521 @default.
- W596659966 hasConcept C144237770 @default.
- W596659966 hasConcept C146880194 @default.
- W596659966 hasConcept C149782125 @default.
- W596659966 hasConcept C162324750 @default.
- W596659966 hasConcept C186027771 @default.
- W596659966 hasConcept C18762648 @default.
- W596659966 hasConcept C1898038 @default.
- W596659966 hasConcept C194483076 @default.
- W596659966 hasConcept C19499675 @default.
- W596659966 hasConcept C22789450 @default.
- W596659966 hasConcept C33923547 @default.
- W596659966 hasConcept C41008148 @default.
- W596659966 hasConcept C78519656 @default.
- W596659966 hasConceptScore W596659966C10138342 @default.
- W596659966 hasConceptScore W596659966C101710237 @default.
- W596659966 hasConceptScore W596659966C105235620 @default.
- W596659966 hasConceptScore W596659966C105795698 @default.
- W596659966 hasConceptScore W596659966C11413529 @default.
- W596659966 hasConceptScore W596659966C126255220 @default.
- W596659966 hasConceptScore W596659966C127413603 @default.
- W596659966 hasConceptScore W596659966C138060521 @default.
- W596659966 hasConceptScore W596659966C144237770 @default.
- W596659966 hasConceptScore W596659966C146880194 @default.
- W596659966 hasConceptScore W596659966C149782125 @default.
- W596659966 hasConceptScore W596659966C162324750 @default.
- W596659966 hasConceptScore W596659966C186027771 @default.
- W596659966 hasConceptScore W596659966C18762648 @default.
- W596659966 hasConceptScore W596659966C1898038 @default.
- W596659966 hasConceptScore W596659966C194483076 @default.
- W596659966 hasConceptScore W596659966C19499675 @default.
- W596659966 hasConceptScore W596659966C22789450 @default.
- W596659966 hasConceptScore W596659966C33923547 @default.
- W596659966 hasConceptScore W596659966C41008148 @default.
- W596659966 hasConceptScore W596659966C78519656 @default.
- W596659966 hasLocation W5966599661 @default.
- W596659966 hasOpenAccess W596659966 @default.
- W596659966 hasPrimaryLocation W5966599661 @default.
- W596659966 hasRelatedWork W1557514394 @default.
- W596659966 hasRelatedWork W1581002756 @default.
- W596659966 hasRelatedWork W1602773783 @default.
- W596659966 hasRelatedWork W1978405907 @default.
- W596659966 hasRelatedWork W1994504695 @default.
- W596659966 hasRelatedWork W1995350495 @default.
- W596659966 hasRelatedWork W2019777691 @default.
- W596659966 hasRelatedWork W2034928282 @default.
- W596659966 hasRelatedWork W2048594534 @default.
- W596659966 hasRelatedWork W2059469232 @default.
- W596659966 hasRelatedWork W2204214934 @default.
- W596659966 hasRelatedWork W2285318723 @default.
- W596659966 hasRelatedWork W2321977465 @default.
- W596659966 hasRelatedWork W2488344241 @default.
- W596659966 hasRelatedWork W2551045083 @default.
- W596659966 hasRelatedWork W2909024759 @default.
- W596659966 hasRelatedWork W3123906865 @default.
- W596659966 hasRelatedWork W604800864 @default.
- W596659966 hasRelatedWork W631098559 @default.
- W596659966 hasRelatedWork W650537526 @default.
- W596659966 isParatext "false" @default.
- W596659966 isRetracted "false" @default.
- W596659966 magId "596659966" @default.
- W596659966 workType "article" @default.