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Efficient Monte Carlo for Discrete Variance Contracts
1 of 13 checkable references need attention · checked 2026-08-27
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
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References needing attention
does not resolve to a known work10.2307/2328253
The 12 checked references that resolve
resolves10.1145/324138.324237
Variance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance
resolves10.1142/s0219024908005032
THE EFFECT OF JUMPS AND DISCRETE SAMPLING ON VOLATILITY AND VARIANCE SWAPS
resolves10.1287/opre.1050.0247
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
resolves10.1111/1467-9965.00065
Asymptotically Optimal Importance Sampling and Stratification for Pricing Path‐Dependent Options
resolves10.1093/rfs/6.2.327
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.1016/j.jbankfin.2005.04.025
Pricing methods and hedging strategies for volatility derivatives
The 6 references without a DOI — listed, not checked
no DOI — not checkedModel Art
no DOI — not checkedImportance sampling and stratification for value-at-risk. in Computational Finance
no DOI — not checkedref11
no DOI — not checkedref12
no DOI — not checkedref13
no DOI — not checkedref16
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