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Applied Mathematical Finance Volume 3, 1996 - Issue 1
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Original Articles

Toward real-time pricing of complex financial derivatives

S. Ninomiya IBM Research, Tokyo Research Laboratory, 1623, Kanagawa, 242, Japan E-mail: [email protected], Yamato
&
S. Tezuka IBM Research, Tokyo Research Laboratory, 1623, Kanagawa, 242, Japan E-mail: [email protected], Yamato
Pages 1-20 | Received 01 Dec 1995, Published online: 28 Jul 2006

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Benwei Hou, Qianyi Xu, Zilan Zhong, Junyan Han, Huiquan Miao & Xiuli Du. (2022) Seismic reliability evaluation of spatially correlated pipeline networks by quasi-Monte Carlo simulation. Structure and Infrastructure Engineering 0:0, pages 1-16.
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Syoiti Ninomiya & Yuji Shinozaki. (2019) Higher-order Discretization Methods of Forward-backward SDEs Using KLNV-scheme and Their Applications to XVA Pricing. Applied Mathematical Finance 26:3, pages 257-292.
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PHELIM P. BOYLE, ADAM W. KOLKIEWICZ & KEN SENG TAN. (2013) Pricing Bermudan options using low-discrepancy mesh methods. Quantitative Finance 13:6, pages 841-860.
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Frank J. Fabozzi, Arturo Leccadito & Radu S. Tunaru. (2012) A new method for generating approximation algorithms for financial mathematics applications. Quantitative Finance 12:10, pages 1571-1583.
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Jan C. Neddermeyer. (2011) Non-parametric partial importance sampling for financial derivative pricing. Quantitative Finance 11:8, pages 1193-1206.
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Syoiti Ninomiya & Nicolas Victoir. (2008) Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing. Applied Mathematical Finance 15:2, pages 107-121.
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PhelimP. Boyle, Yongzeng Lai & Ken Seng Tan. (2005) Pricing Options Using Lattice Rules. North American Actuarial Journal 9:3, pages 50-76.
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PhelimP. Boyle, AdamW. Kolkiewicz & Ken Seng Tan. (2001) Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products. North American Actuarial Journal 5:3, pages 1-18.
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