Pages that link to "Item:Q4607056"
From MaRDI portal
The following pages link to Construction of a Third-Order K-Scheme and Its Application to Financial Models (Q4607056):
Displaying 5 items.
- Monte Carlo construction of cubature on Wiener space (Q2135546) (← links)
- A third-order weak approximation of multidimensional Itô stochastic differential equations (Q2315350) (← links)
- Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles: practical applications of the KLNV-scheme (Q5014247) (← links)
- Higher-order Discretization Methods of Forward-backward SDEs Using KLNV-scheme and Their Applications to XVA Pricing (Q5241903) (← links)
- Approximation of Stochastic Volterra Equations with kernels of completely monotone type (Q6140843) (← links)
