An adaptive Monte Carlo approach for pricing Parisian options with general boundaries

The Journal of Computational Finance ◽

10.21314/jcf.2020.383 ◽

2020 ◽

Author(s):

Sercan Gűr

Keyword(s):

Monte Carlo ◽

Adaptive Monte Carlo ◽

Monte Carlo Approach ◽

Parisian Options

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An Adaptive Monte Carlo Approach to Phase-Based Multimodal Image Registration

IEEE Transactions on Information Technology in Biomedicine ◽

10.1109/titb.2009.2035693 ◽

2010 ◽

Vol 14 (1) ◽

pp. 173-179 ◽

Cited By ~ 3

Author(s):

A. Wong

Keyword(s):

Monte Carlo ◽

Image Registration ◽

Adaptive Monte Carlo ◽

Monte Carlo Approach ◽

Multimodal Image Registration

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An adaptive Monte Carlo approach to nonlinear image denoising

2008 19th International Conference on Pattern Recognition ◽

10.1109/icpr.2008.4761633 ◽

2008 ◽

Cited By ~ 2

Author(s):

Alexander Wong ◽

Akshaya Mishra ◽

Paul Fieguth ◽

David Clausi

Keyword(s):

Monte Carlo ◽

Image Denoising ◽

Adaptive Monte Carlo ◽

Monte Carlo Approach

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Adaptive Monte Carlo Approach for Sensitivity Analysis

Procedia - Social and Behavioral Sciences ◽

10.1016/j.sbspro.2010.05.158 ◽

2010 ◽

Vol 2 (6) ◽

pp. 7644-7645 ◽

Cited By ~ 3

Author(s):

Ivan Dimov ◽

Rayna Georgieva

Keyword(s):

Sensitivity Analysis ◽

Monte Carlo ◽

Adaptive Monte Carlo ◽

Monte Carlo Approach

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AN ADAPTIVE MONTE CARLO MARKOV CHAIN METHOD APPLIED TO THE FLOW INVOLVING SELF-SIMILAR PROCESSES IN POROUS MEDIA

Journal of Porous Media ◽

10.1615/jpormedia.v17.i3.40 ◽

2014 ◽

Vol 17 (3) ◽

pp. 225-237

Author(s):

Juarez S. Azevedo ◽

Gildeberto S. Cardoso ◽

Leizer Schnitman

Keyword(s):

Porous Media ◽

Monte Carlo ◽

Markov Chain ◽

Monte Carlo Markov Chain ◽

Adaptive Monte Carlo ◽

Markov Chain Method ◽

Self Similar

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Discrepancy Driven Adaptive Monte Carlo for Forward Uncertainty Forecasting in Nonlinear Dynamical Systems

2018 Annual American Control Conference (ACC) ◽

10.23919/acc.2018.8431731 ◽

2018 ◽

Cited By ~ 2

Author(s):

Chao Yang ◽

Mrinal Kumar

Keyword(s):

Monte Carlo ◽

Dynamical Systems ◽

Nonlinear Dynamical Systems ◽

Nonlinear Dynamical ◽

Adaptive Monte Carlo

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Adaptive Monte Carlo simulation for time-variant reliability analysis of brittle structures

AIAA Journal ◽

10.2514/3.13505 ◽

1997 ◽

Vol 35 ◽

pp. 321-326 ◽

Cited By ~ 1

Author(s):

Sankaran Mahadevan ◽

Animesh Dey

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Reliability Analysis ◽

Adaptive Monte Carlo

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Parallelized Global Stochastic Optimization for Efficient Ensemble Enhancement within an Adaptive Monte Carlo Forecasting Platform

AIAA Scitech 2021 Forum ◽

10.2514/6.2021-1857 ◽

2021 ◽

Author(s):

Andrew W. VanFossen ◽

Mrinal Kumar

Keyword(s):

Monte Carlo ◽

Stochastic Optimization ◽

Adaptive Monte Carlo

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Pricing Parisian Options: The Extended Binomial Tree vs. Monte-Carlo Simulation

SSRN Electronic Journal ◽

10.2139/ssrn.2312175 ◽

2013 ◽

Author(s):

Tao L. Wu

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Binomial Tree ◽

Parisian Options

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Wigner-Boltzmann Monte Carlo approach to nanodevice simulation: from quantum to semiclassical transport

Journal of Computational Electronics ◽

10.1007/s10825-009-0281-3 ◽

2009 ◽

Vol 8 (3-4) ◽

pp. 324-335 ◽

Cited By ~ 26

Author(s):

Damien Querlioz ◽

Huu-Nha Nguyen ◽

Jérôme Saint-Martin ◽

Arnaud Bournel ◽

Sylvie Galdin-Retailleau ◽

...

Keyword(s):

Monte Carlo ◽

Monte Carlo Approach ◽

Semiclassical Transport

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Relaxation dynamics in small clusters: A modified Monte Carlo approach

Journal of Computational Physics ◽

10.1016/j.jcp.2007.11.007 ◽

2008 ◽

Vol 227 (4) ◽

pp. 2666-2673 ◽

Cited By ~ 1

Author(s):

Barnana Pal

Keyword(s):

Monte Carlo ◽

Relaxation Dynamics ◽

Monte Carlo Approach ◽

Small Clusters

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