ON DERIVATIVES OF CLAIMS IN COMMODITY AND ENERGY MARKETS USING A MALLIAVIN APPROACH

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Works That Cite This (1)

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+ PDF Chat	AN ADAPTIVE METHOD FOR EVALUATING MULTIDIMENSIONAL CONTINGENT CLAIMS: PART II	2003	Lars O. Dahl

Works Cited by This (7)

Action	Title	Year	Authors
+	On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals	1960	John H. Halton
+ PDF Chat	Recursive Stratified Sampling for Multidimensional Monte Carlo Integration	1990	William H. Press Glennys R. Farrar
+ PDF Chat	Computational investigations of low-discrepancy sequences	1997	L. Kocis W. J. Whiten
+	An adaptive numerical cubature algorithm for simplices	2003	Alan Genz Ronald Cools
+ PDF Chat	An adaptive algorithm for the approximate calculation of multiple integrals	1991	Jarle Berntsen Terje O. Espelid Alan Genz
+ PDF Chat	AN ADAPTIVE METHOD FOR EVALUATING MULTIDIMENSIONAL CONTINGENT CLAIMS: PART II	2003	Lars O. Dahl
+	The approximation of low-dimensional integrals: available tools and trends	1997	Ronald Cools