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1005.4797
Cited By
Sequential Monte Carlo Methods for Option Pricing
26 May 2010
Ajay Jasra
P. Del Moral
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Papers citing
"Sequential Monte Carlo Methods for Option Pricing"
4 / 4 papers shown
Multilevel Particle Filters for Lévy-driven stochastic differential equations
Ajay Jasra
K. Law
P. P. Osei
321
12
0
12 Apr 2018
A Note on Random Walks with Absorbing barriers and Sequential Monte Carlo Methods
P. Del Moral
Ajay Jasra
171
6
0
10 Nov 2016
Some Contributions to Sequential Monte Carlo Methods for Option Pricing
Deborshee Sen
Ajay Jasra
Yan Zhou
218
10
0
11 Aug 2016
Linear Variance Bounds for Particle Approximations of Time-Homogeneous Feynman-Kac Formulae
N. Whiteley
N. Kantas
Ajay Jasra
357
25
0
19 Aug 2011
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