---
title: Efficient Simulation for Derivative Pricing
url: https://www.ml-quant.com/papers/ssrn/4625397/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4625397
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4625397
featured: 2023-11-08
citations: unknown
topic: Derivatives & Volatility
---


# Efficient Simulation for Derivative Pricing

The article introduces a new simulation-based method for pricing and managing risk of financial derivatives during rare events, proving to be more efficient, accurate, and flexible than traditional methods.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4625397
- Identifier: SSRN 4625397
- Released: 2022-06-08
- First featured: Quant Letter No. 25 (2023-11-08): https://www.ml-quant.com/issues/2023-11-08/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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