Pages that link to "Item:Q1657904"
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The following pages link to Polynomial chaos expansion approach to interest rate models (Q1657904):
Displaying 7 items.
- Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions (Q517975) (← links)
- Estimating the counterparty risk exposure by using the Brownian motion local time (Q2011920) (← links)
- Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (Q2107407) (← links)
- Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence (Q2245957) (← links)
- Asymptotic expansion for some local volatility models arising in finance (Q2292052) (← links)
- Maximal irreducibility measure for spatial birth-and-death processes (Q2407760) (← links)
- Alternative to beta coefficients in the context of diffusions (Q4555078) (← links)