Semantic Scholar uses AI to extract papers important to this topic.

2011

2011

In this article we consider the problem of pricing and hedging highdimensional Asian basket options by Quasi-Monte Carlo… (More)

Is this relevant?

2009

2009

- Cufaro
- 2009

In this article we consider the problem of pricing and hedging high-dimensional Asian basket options by Quasi-Monte Carlo… (More)

Is this relevant?

2009

2009

- Cufaro
- 2009

In this article we consider the problem of pricing and hedging high-dimensional Asian basket options by Quasi-Monte Carlo… (More)

Is this relevant?

2004

2004

- Robert C. Dalang, Eulalia Nualartécole
- 2004

We give general sufficient conditions which imply upper and lower bounds for the probability that a multiparameter process hits a… (More)

Is this relevant?