Genetic programming with Monte Carlo simulation for option pricing

Proceedings of the 2003 International Conference on Machine Learning and Cybernetics (IEEE Cat. No.03EX693) ◽

10.1109/wsc.2003.1261435 ◽

2004 ◽

Cited By ~ 4

Author(s):

N.K. Chidambaran

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Genetic Programming ◽

Option Pricing

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Comonotonic Monte Carlo Simulation and Its Applications in Option Pricing and Quantification of Risk

The Journal of Derivatives ◽

10.3905/jod.2016.24.1.018 ◽

2016 ◽

Vol 24 (1) ◽

pp. 18-28

Author(s):

Alain Chateauneuf ◽

Mina Mostoufi ◽

David Vyncke

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Option Pricing

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OPTION PRICING USING MONTE CARLO SIMULATION

Journal of Security and Sustainability Issues ◽

10.9770/jssi.2013.2.4(7) ◽

2013 ◽

Vol 2 (4) ◽

pp. 65-79

Author(s):

Raimonda Martinkutė-Kaulienė ◽

Jelena Stankevičienė ◽

Santautė Žinytė

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Option Pricing

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Quasi-Monte Carlo simulation of Brownian sheet with application to option pricing

Statistical Theory and Related Fields ◽

10.1080/24754269.2017.1332965 ◽

2017 ◽

Vol 1 (1) ◽

pp. 82-91

Author(s):

Xinyu Song ◽

Yazhen Wang

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Option Pricing ◽

Brownian Sheet ◽

Quasi Monte Carlo

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American Put Option Pricing Using a Hybrid Evolutionary Computation and Monte-Carlo Simulation Method

SSRN Electronic Journal ◽

10.2139/ssrn.2975418 ◽

2017 ◽

Author(s):

Anjan Kumar Swain

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Option Pricing ◽

Evolutionary Computation ◽

Simulation Method ◽

Monte Carlo Simulation Method ◽

American Put Option ◽

Put Option ◽

American Put

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Monte Carlo Simulation For Advanced Option Pricing: A Simplifying Tool

SSRN Electronic Journal ◽

10.2139/ssrn.704523 ◽

2005 ◽

Cited By ~ 2

Author(s):

Jason Fink ◽

Kristin Fink

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Option Pricing

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THE APPLICATION OF MONTE CARLO SIMULATION BASED ON NORMAL INVERSE GAUSSIAN DISTRIBUTION IN OPTION PRICING

Journal of Mathematical Sciences Advances and Applications ◽

10.18642/jmsaa_7100121525 ◽

2015 ◽

pp. 49-62

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Option Pricing ◽

Gaussian Distribution ◽

Inverse Gaussian Distribution ◽

Inverse Gaussian ◽

Normal Inverse Gaussian Distribution ◽

Simulation Based ◽

Normal Inverse Gaussian

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Monte Carlo Simulation of the CGMY Process and Option Pricing

Journal of Futures Markets ◽

10.1002/fut.21647 ◽

2014 ◽

Vol 34 (12) ◽

pp. 1095-1121 ◽

Cited By ~ 20

Author(s):

Laura Ballotta ◽

Ioannis Kyriakou

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Option Pricing

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Out-of-the-money Monte Carlo Simulation Option Pricing: The Joint Use Of Importance Sampling And Descritptive Sampling

Proceedings of the Winter Simulation Conference, 2005. ◽

10.1109/wsc.2005.1574463 ◽

2006 ◽

Author(s):

E. Saliby ◽

J.T.M. Marins ◽

J.F. dos Santos

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Option Pricing ◽

Importance Sampling

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Parallel Randomized Quasi-Monte Carlo Simulation for Asian Basket Option Pricing

Journal of Algorithms & Computational Technology ◽

10.1260/1748-3018.6.1.101 ◽

2012 ◽

Vol 6 (1) ◽

pp. 101-112 ◽

Cited By ~ 5

Author(s):

Yong-Hong Hu ◽

Da-Qian Chen

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Option Pricing ◽

Quasi Monte Carlo ◽

Basket Option

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Option Pricing with Fuzzy Parameters via Monte Carlo Simulation

Communications in Computer and Information Science - Advances in Education and Management ◽

10.1007/978-3-642-23062-2_4 ◽

2011 ◽

pp. 25-33 ◽

Cited By ~ 1

Author(s):

Michal Holčapek ◽

Tomáš Tichý

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Option Pricing ◽

Fuzzy Parameters

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