Login
Login
切换导航
Home
Articles
Journals
Books
News
About
Services
Submit
Home
Journal
Articles
Journals A-Z
Browse Subjects
Biomedical & Life Sci.
Business & Economics
Chemistry & Materials Sci.
Computer Sci. & Commun.
Earth & Environmental Sci.
Engineering
Medicine & Healthcare
Physics & Mathematics
Social Sci. & Humanities
Browse Subjects
Biomedical & Life Sciences
Business & Economics
Chemistry & Materials Science
Computer Science & Communications
Earth & Environmental Sciences
Engineering
Medicine & Healthcare
Physics & Mathematics
Social Sciences & Humanities
Publish with us
Paper Submission
Information for Authors
Peer-Review Resources
Open Special Issues
Open Access Statement
Frequently Asked Questions
Publish with us
Paper Submission
Information for Authors
Peer-Review Resources
Open Special Issues
Open Access Statement
Frequently Asked Questions
Follow SCIRP
Contact us
+1 323-425-8868
customer@scirp.org
+86 18163351462(WhatsApp)
1655362766
Paper Publishing WeChat
Complete Matching
Editorial Board
Show/Hide Options
Show/Hide Options
All
Title
Abstract
Keywords
DOI
Author
Journal
Affiliation
ISSN
Subject
Variance Reduction Techniques of Importance Sampling Monte Carlo Methods for Pricing Options
(Articles)
Qiang Zhao
,
Guo Liu
,
Guiding Gu
Journal of Mathematical Finance
Vol.3 No.4
,October 17, 2013
DOI:
10.4236/jmf.2013.34045
7,444
Downloads
11,913
Views
Citations
Improved Variance Reduced Monte-Carlo Simulation of in-the-Money Options
(Articles)
Armin Müller
Journal of Mathematical Finance
Vol.6 No.3
,August 2, 2016
DOI:
10.4236/jmf.2016.63029
2,037
Downloads
3,814
Views
Citations
A Computational Approach to Financial Option Pricing Using Quasi Monte Carlo Methods via Variance Reduction Techniques
(Articles)
Farshid Mehrdoust
,
Kianoush Fathi Vajargah
Journal of Mathematical Finance
Vol.2 No.2
,May 23, 2012
DOI:
10.4236/jmf.2012.22021
4,883
Downloads
9,835
Views
Citations
Dropping Rate Simulation for a Handover Scheme Using Importance Sampling
(Articles)
Dong Liang
,
Gan Ding
,
Wuling Qin
,
Mugen Peng
Communications and Network
Vol.5 No.3C
,October 4, 2013
DOI:
10.4236/cn.2013.53B2078
3,065
Downloads
4,609
Views
Citations
On Solving a System of Volterra Integral Equations with Relaxed Monte Carlo Method
(Articles)
Zhimin Hong
,
Xiangzhong Fang
,
Zaizai Yan
,
Hui Hao
Journal of Applied Mathematics and Physics
Vol.4 No.7
,July 25, 2016
DOI:
10.4236/jamp.2016.47140
1,545
Downloads
2,736
Views
Citations
Pricing Callable Bonds Based on Monte Carlo Simulation Techniques
(Articles)
Deng Ding
,
Qi Fu
,
Jacky So
Technology and Investment
Vol.3 No.2
,May 29, 2012
DOI:
10.4236/ti.2012.32015
9,855
Downloads
16,295
Views
Citations
Review of Asian Options
(Articles)
Jiaying Han
,
Yicheng Hong
Open Access Library Journal
Vol.9 No.2
,February 15, 2022
DOI:
10.4236/oalib.1108358
179
Downloads
1,581
Views
Citations
Computing Efficiency Improvement in Monte Carlo Simulation of a 12 MV Photon Beam Medical LINAC
(Articles)
M. Zoubair
,
T. El Bardouni
,
O. Allaoui
,
Y. Boulaich
,
B. El Bakkari
,
C. El Younoussi
,
H. Boukhal
,
E. Chakir
World Journal of Nuclear Science and Technology
Vol.3 No.1
,January 30, 2013
DOI:
10.4236/wjnst.2013.31003
5,439
Downloads
8,855
Views
Citations
Strategies for Indexed Stock Option Hedgers with Loss-Risk-Minimizing Criterion Based on Monte-Carlo Method
(Articles)
Jianhua Guo
,
Lijuan Deng
Journal of Financial Risk Management
Vol.8 No.4
,December 17, 2019
DOI:
10.4236/jfrm.2019.84019
503
Downloads
1,056
Views
Citations
Recent Developments in Option Pricing
(Articles)
Hui Gong
,
You Liang
,
Aerambamoorthy Thavaneswaran
Journal of Mathematical Finance
Vol.1 No.3
,November 25, 2011
DOI:
10.4236/jmf.2011.13009
6,667
Downloads
13,463
Views
Citations
Fast Diffusion Monte Carlo Sampling via Conformal Map
(Articles)
Chi-Ok Hwang
,
Mi Do
Applied Mathematics
Vol.11 No.1
,January 9, 2020
DOI:
10.4236/am.2020.111004
563
Downloads
1,168
Views
Citations
Numerical Methods for Discrete Double Barrier Option Pricing Based on Merton Jump Diffusion Model
(Articles)
Mingjia Li
Open Journal of Statistics
Vol.7 No.3
,June 12, 2017
DOI:
10.4236/ojs.2017.73032
1,359
Downloads
2,506
Views
Citations
History-by-History Variance in Monte Carlo Simulation of Radiation Interactions with Matter
(Articles)
Mary Pik Wai Chin
Applied Mathematics
Vol.8 No.3
,March 21, 2017
DOI:
10.4236/am.2017.83024
1,453
Downloads
2,924
Views
Citations
This article belongs to the Special Issue on
Monte Carlo Methods and Applications
Swaption Pricing under Libor Market Model Using Monte-Carlo Method with Simulated Annealing Optimization
(Articles)
Kennedy Munene Ondieki
Journal of Mathematical Finance
Vol.12 No.2
,May 31, 2022
DOI:
10.4236/jmf.2022.122024
179
Downloads
989
Views
Citations
Buffon’s Needle Algorithm to Estimate π
(Articles)
Chi-Ok Hwang
,
Yeongwon Kim
,
Cheolgi Im
,
Sunggeun Lee
Applied Mathematics
Vol.8 No.3
,March 3, 2017
DOI:
10.4236/am.2017.83022
2,178
Downloads
4,522
Views
Citations
This article belongs to the Special Issue on
Monte Carlo Methods and Applications
Weighted Bootstrap Approach for the Variance Ratio Tests: A Test of Market Efficiency
(Articles)
Dilip Kumar
Theoretical Economics Letters
Vol.6 No.3
,June 3, 2016
DOI:
10.4236/tel.2016.63048
2,031
Downloads
2,954
Views
Citations
Analysis, Modeling and Simulation of a Poly-Bag Manufacturing System
(Articles)
R. A. R. C. Gopura
,
T. S. S. Jayawardane
Engineering
Vol.4 No.5
,May 24, 2012
DOI:
10.4236/eng.2012.45034
13,735
Downloads
19,004
Views
Citations
Structured Financial Product Designing
(Articles)
Huayue Zhang
,
Jingwen Wang
Open Journal of Social Sciences
Vol.11 No.2
,February 28, 2023
DOI:
10.4236/jss.2023.112032
102
Downloads
775
Views
Citations
Monte Carlo Integration Technique for Method of Moments Solution of EFIE in Scattering Problems
(Articles)
Mrinal MISHRA
,
Nisha GUPTA
Journal of Electromagnetic Analysis and Applications
Vol.1 No.4
,December 31, 2009
DOI:
10.4236/jemaa.2009.14039
8,950
Downloads
14,699
Views
Citations
Valuation of a Tranched Loan Credit Default Swap Index
(Articles)
Jin Liang
,
Yujing Zhou
Technology and Investment
Vol.2 No.4
,November 4, 2011
DOI:
10.4236/ti.2011.24025
6,553
Downloads
10,414
Views
Citations
<
1
2
3
...
>
Follow SCIRP
Contact us
+1 323-425-8868
customer@scirp.org
+86 18163351462(WhatsApp)
1655362766
Paper Publishing WeChat
Free SCIRP Newsletters
Home
Journals A-Z
Subject
Books
Sitemap
Contact Us
About SCIRP
Publication Fees
For Authors
Peer-Review Issues
Special Issues
News
Service
Manuscript Tracking System
Subscription
Translation & Proofreading
FAQ
Volume & Issue
Policies
Open Access
Publication Ethics
Preservation
Retraction
Privacy Policy
Copyright © 2006-2024 Scientific Research Publishing Inc. All Rights Reserved.
Top