Modelling Rare Stock Price Trajectories with Importance Splitting

Title

Modelling Rare Stock Price Trajectories with Importance Splitting

Subject

Mathematics

Creator

Archie Forsyth

Date

2024

Contributor

Tobias Grafke

Abstract

Modelling Rare Stock Price Trajectories with Importance Splitting

Meta Tags

Stochastic, Modelling, Finance, Rare Events

Files

Collection

Mathematics

Citation

Archie Forstyth, “Modelling Rare Stock Price Trajectories with Importance Splitting,” URSS SHOWCASE, accessed November 1, 2024, https://urss.warwick.ac.uk/items/show/713.