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3: Graphical representation of computing times of the Simplistic vs. Refined MC methods.

3: Graphical representation of computing times of the Simplistic vs. Refined MC methods.

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Figure 3.1: Graphical representation of Algorithm 3.3.
Figure 3.3: Graphical representation of computing times of the...
Figure 4.1: Graphical representation of comparison of VRTs over 1 620...
Table 4 .1: Comparison of VRTs, with the number of times a certain VRT...
+2 Figure 5.1: RMSE for different RLDSs over increasing values of n.
Calculation aspects of the European Rebalanced Basket Option using Monte Carlo methods
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ENGLISH ABSTRACT: Life insurance and pension funds offer a wide range of products that are invested in a mix of assets. These portfolios (II), underlying the products, are rebalanced back to predetermined fixed proportions on a regular basis. This is done by selling the better performing assets and buying the worse performing assets. Life insurance...
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