Interpolated Drift Implicit Euler MLMC Method for Barrier Option Pricing and application to CIR and CEV Models

Autor: Derouich, Mouna Ben, Kebaier, Ahmed

Recently, Giles et al. [14] proved that the efficiency of the Multilevel Monte Carlo (MLMC) method for evaluating Down-and-Out barrier options for a diffusion process $(X_t)_{t\in[0,T]}$ with globally Lipschitz coefficients, can be improved by combin

Externí odkaz: http://arxiv.org/abs/2210.00779

The interpolated drift implicit Euler scheme Multilevel Monte Carlo method for pricing Barrier options and applications to the CIR and CEV models

Autor: Derouich, Mouna Ben, Kebaier, Ahmed

Recently, Giles et al. [14] proved that the efficiency of the Multilevel Monte Carlo (MLMC) method for evaluating Down-and-Out barrier options for a diffusion process $(X_t)_{t\in[0,T]}$ with globally Lipschitz coefficients, can be improved by combin

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e99ba1eb35e336f187710fd372e5e439
http://arxiv.org/abs/2210.00779

Effect of intrauterine administration of human chorionic gonadotropin one day before fresh blastocyst transfer on clinical outcomes: a quasi-experimental study.

Autor: Mustapha H; Unit of Reproductive Medicine, Farhat Hached University Teaching Hospital, Sousse, Tunisia., Lahimer M; Unit of Reproductive Medicine, Farhat Hached University Teaching Hospital, Sousse, Tunisia., Makni M; Department of Obstetrics and Gynecology, Farhat Hached University Teaching Hospital, Sousse, Tunisia., Bannour I; Department of Obstetrics and Gynecology, Farhat Hached University Teaching Hospital, Sousse, Tunisia., Kaabia O; Department of Obstetrics and Gynecology, Farhat Hached University Teaching Hospital, Sousse, Tunisia., Derouich M; Department of Obstetrics and Gynecology, Farhat Hached University Teaching Hospital, Sousse, Tunisia., Ferjaoui MA; Department B of Gynecologic Surgery, Maternity Center, Tunis, Tunisia., Arfaoui R; Department of Maternity, Military Hospital of Instruction, Tunis, Tunisia., Zaouali M; Laboratory of Physiology and Functional Exploration, Faculty of Medicine, Sousse, Tunisia., Ajina M; Unit of Reproductive Medicine, Farhat Hached University Teaching Hospital, Sousse, Tunisia.

Publikováno v: The Pan African medical journal [Pan Afr Med J] 2022 May 12; Vol. 42, pp. 27. Date of Electronic Publication: 2022 May 12 (Print Publication: 2022).