Pages that link to "Item:Q2240848"
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The following pages link to Path dependent optimal transport and model calibration on exotic derivatives (Q2240848):
Displaying 5 items.
- Joint Modeling and Calibration of SPX and VIX by Optimal Transport (Q5019589) (← links)
- Portfolio optimization with a prescribed terminal wealth distribution (Q5068093) (← links)
- Optimal transportation, modelling and numerical simulation (Q5887829) (← links)
- Calibration of local‐stochastic volatility models by optimal transport (Q6054403) (← links)
- Interior second derivatives estimates for nonlinear diffusions (Q6160098) (← links)