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Faster Valuation of Financial Derivatives

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Author Info
Spassimir H. Paskov
Joseph F. Traub
Abstract

High-dimensional integrals are usually solved with Monte Carlo algorithms although theory suggests that low-discrepancy algorithms are sometimes superior. We report on numerical testing which compares low-discrepancy and Monte Carlo algorithms on the evaluation of financial derivatives. The testing is performed on a Collateralized Mortgage Obligation (CMO) which is formulated as the computation of ten integrals of dimension up to 360.

We tested two low-discrepancy algorithms (Sobol and Halton) and two randomized algorithms (classical Monte Carlo and Monte Carlo combined with antithetic variables). We conclude that for this CMO the Sobol algorithm is always superior to the other algorithms. We believe that it will be advantageous to use the Sobol algorithm for many other types of financial derivatives.

Our conclusion regarding the superiority of the Sobol algorithm also holds when a rather small number of sample points are used, an important case in practice.

We have built a software system called FINDER for computing high-dimensional integrals. FINDER runs on a heterogeneous network of workstations under PVM 3.2 (Parallel Virtual Machine). Since workstations are ubiquitous, this is a cost-effect way to do large computations fast. The measured speedup is at least .9N for $N$ workstations, $N$ less than or equal to 25. The software can also be used to compute high-dimensional integrals on a single workstation.

A routine for generating Sobol points may be found, for example, in "Numerical Recipes in C" by Press et al. However, we incorporated major improvements in FINDER and we stress that the results reported in this paper were obtained using FINDER. One of the improvements was developing the table of primitive polynomials and initial direction numbers for dimensions up to 360.

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Publisher Info
Paper provided by Santa Fe Institute in its series Working Papers with number 95-03-034.

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Date of creation: Mar 1995
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Handle: RePEc:wop:safiwp:95-03-034

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  1. Nelson Areal & Artur Rodrigues & Manuel Armada, 2008. "On improving the least squares Monte Carlo option valuation method," Review of Derivatives Research, Springer, vol. 11(1), pages 119-151, March. [Downloadable!] (restricted)
  2. John Rust, 1996. "Dealing with the Complexity of Economic Calculations," Computational Economics 9610002, EconWPA, revised 21 Oct 1997. [Downloadable!]
  3. Riccardo Rebonato, Ian Cooper, 1998. "Coupling backward induction with Monte Carlo simulations: a fast Fourier transform (FFT) approach," Applied Mathematical Finance, Taylor and Francis Journals, vol. 5(2), pages 131-141, June. [Downloadable!] (restricted)
  4. Raymond Ross, 1998. "Good point methods for computing prices and sensitivities of multi-asset European style options," Applied Mathematical Finance, Taylor and Francis Journals, vol. 5(2), pages 83-106, June. [Downloadable!] (restricted)
  5. John Rust & Joseph Traub & Henryk Wozniakowski, 1999. "No Curse of Dimensionality for Contraction Fixed Points Even in the Worst Case," Computational Economics 9902001, EconWPA. [Downloadable!]
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