Pages that link to "Item:Q2389602"

The following pages link to An operator approach for Markov chain weak approximations with an application to infinite activity Lévy driven SDEs (Q2389602):

Displaying 10 items.

• Cubature methods for stochastic (partial) differential equations in weighted spaces (Q483627) (← links)
• A multilevel Monte Carlo algorithm for Lévy-driven stochastic differential equations (Q550167) (← links)
• Variance reduction for discretised diffusions via regression (Q1674395) (← links)
• Normal approximation of the solution to the stochastic heat equation with Lévy noise (Q2195558) (← links)
• Higher-order interpolated lattice schemes for multidimensional option pricing problems (Q2252708) (← links)
• A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting (Q2671515) (← links)
• Optimal simulation schemes for Lévy driven stochastic differential equations (Q3189423) (← links)
• A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing (Q4957242) (← links)
• Short Communication: A Gaussian Kusuoka Approximation without Solving Random ODEs (Q5029930) (← links)
• Efficient Second-order Weak Scheme for Stochastic Volatility Models (Q5746534) (← links)