has been cited by the following article(s):
[1]
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A Monte-Carlo approach for pricing arithmetic Asian rainbow options under the mixed fractional Brownian motion
Chaos, Solitons & Fractals,
2022
DOI:10.1016/j.chaos.2022.112023
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[2]
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A Monte-Carlo approach for pricing arithmetic Asian rainbow options under the mixed fractional Brownian motion
Chaos, Solitons & Fractals,
2022
DOI:10.1016/j.chaos.2022.112023
|
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[3]
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Optimal importance sampling for continuous Gaussian fields
Journal of Applied Analysis,
2020
DOI:10.1515/jaa-2020-2022
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[4]
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Option pricing of geometric Asian options in a subdiffusive Brownian motion regime
AIMS Mathematics,
2020
DOI:10.3934/math.2020342
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[5]
|
Optimal importance sampling for continuous Gaussian fields
Journal of Applied Analysis,
2020
DOI:10.1515/jaa-2020-2022
|
|
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