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Accelerated Option Pricing in Multiple Scenarios

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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/978-0-387-21617-1openalex-extracted

Monte Carlo Methods in Financial Engineering

inferredcites →https://doi.org/10.1007/s006070170007openalex-extracted

Data Mining with Sparse Grids

inferredcites →https://doi.org/10.1093/rfs/6.2.327openalex-extracted

A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options

inferredcites →https://doi.org/10.1017/ccol0521382483openalex-snapshot

Applied Nonparametric Regression

inferredcites →https://doi.org/10.1287/mnsc.1100.1213openalex-snapshot

Nested Simulation in Portfolio Risk Measurement

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