Pages that link to "Item:Q1998126"
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The following pages link to A new calibration of the Heston stochastic local volatility model and its parallel implementation on GPUs (Q1998126):
Displaying 4 items.
- Pricing of vulnerable options under hybrid stochastic and local volatility (Q2137228) (← links)
- Highly efficient parallel algorithms for solving the Bates PIDE for pricing options on a GPU (Q2244180) (← links)
- Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk (Q6625108) (← links)
- A gradient-based calibration method for the Heston model (Q6625126) (← links)
