Pages that link to "Item:Q3564644"
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The following pages link to Adaptive weak approximation of reflected and stopped diffusions (Q3564644):
Displaying 9 items.
- Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models (Q486710) (← links)
- A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems (Q486711) (← links)
- Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028) (← links)
- An implementation of Milstein's method for general bounded diffusions (Q2311990) (← links)
- Reconstruction algorithm for unknown cavities via Feynman-Kac type formula (Q2340492) (← links)
- Simulation of reflected Brownian motion on two dimensional wedges (Q2680400) (← links)
- Implied stopping rules for American basket options from Markovian projection (Q5234298) (← links)
- SDE Based Regression for Linear Random PDEs (Q5275045) (← links)
- Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions (Q6104015) (← links)
