A Practical Monte Carlo Method for Pricing Equity-Linked Securities with Time-Dependent Volatility and Interest Rate
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s10614-023-10394-3.pdf
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4. de Lima, U. S., & Samanez, C. P. (2016). Complex derivatives valuation: Applying the Least-Squares Monte Carlo Simulation Method with several polynomial basis. Financial Innovation, 2(1), 1–14.
5. Deshpande, J. V., Dewan, I., Lam, K. F., & Naik-Nimbalkar, U. V. (2019). Tests for specific nonparametric relations between two distribution functions with applications. Applied Stochastic Models in Business and Industry, 35(2), 247–259.
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