Pages that link to "Item:Q4555112"
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The following pages link to Pricing via recursive quantization in stochastic volatility models (Q4555112):
Displaying 10 items.
- Estimating the counterparty risk exposure by using the Brownian motion local time (Q2011920) (← links)
- Three kinds of discrete approximations of statistical multivariate distributions and their applications (Q2062779) (← links)
- A fully quantization-based scheme for FBSDEs (Q2101958) (← links)
- Properties and generation of representative points of the exponential distribution (Q2122810) (← links)
- Product Markovian quantization of a diffusion process with applications to finance (Q2176359) (← links)
- Quantization meets Fourier: a new technology for pricing options (Q2288923) (← links)
- Recursive marginal quantization of higher-order schemes (Q4554449) (← links)
- Conic quantization: stochastic volatility and market implied liquidity (Q4991041) (← links)
- Quantization goes polynomial (Q4991080) (← links)
- Stationary Heston model: calibration and pricing of exotics using product recursive quantization (Q5079352) (← links)
