Pages that link to "Item:Q2386499"
From MaRDI portal
The following pages link to Stochastic calculus of variations in mathematical finance. (Q2386499):
Displayed 7 items.
- A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics (Q1000328) (← links)
- Estimation and prediction of a non-constant volatility (Q2471733) (← links)
- An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates (Q2471737) (← links)
- Estimating multidimensional density functions for random variables in Wiener space (Q2476540) (← links)
- An optimal control variance reduction method for density estimation (Q2518612) (← links)
- Calculating the Greeks by cubature formulae (Q3503276) (← links)
- FOURIER TRANSFORM METHOD WITH AN ASYMPTOTIC EXPANSION APPROACH: AN APPLICATION TO CURRENCY OPTIONS (Q3520539) (← links)