Pages that link to "Item:Q1887263"

The following pages link to On the Malliavin approach to Monte Carlo approximation of conditional expectations (Q1887263):

Displaying 24 items.

• Weak approximations for Wiener functionals (Q363864) (← links)
• Dual pricing of multi-exercise options under volume constraints (Q483695) (← links)
• A probabilistic numerical method for fully nonlinear parabolic PDEs (Q640058) (← links)
• Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations (Q708279) (← links)
• Monte Carlo estimation of a joint density using Malliavin calculus, and application to American options (Q853652) (← links)
• Collection of problems proposed at International Conference on Variational Methods (Q942950) (← links)
• Hedging using simulation: a least squares approach (Q956433) (← links)
• On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights (Q981018) (← links)
• Pricing of path-dependent American options by Monte Carlo simulation (Q1027429) (← links)
• Discretizing Malliavin calculus (Q1639664) (← links)
• A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus (Q1689689) (← links)
• A regression-based Monte Carlo method to solve two-dimensional forward backward stochastic differential equations (Q2166927) (← links)
• Convergence of the deep BSDE method for coupled FBSDEs (Q2223111) (← links)
• Feynman-Kac representation of fully nonlinear PDEs and applications (Q2355853) (← links)
• Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations (Q2485757) (← links)
• Monte-Carlo Valuation of American Options: Facts and New Algorithms to Improve Existing Methods (Q2917432) (← links)
• Swing Option Pricing by Optimal Exercise Boundary Estimation (Q2917444) (← links)
• Sequential Design for Optimal Stopping Problems (Q2941479) (← links)
• Dirichlet Forms in Simulation (Q3367272) (← links)
• Enhanced policy iteration for American options via scenario selection (Q3498561) (← links)
• Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)
• Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing (Q5101025) (← links)
• OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS (Q5459957) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)