Pages that link to "Item:Q4683094"
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The following pages link to Enhancing Least Squares Monte Carlo with diffusion bridges: an application to energy facilities (Q4683094):
Displaying 9 items.
- Correlating Lévy processes with self-decomposability: applications to energy markets (Q2064647) (← links)
- Fast simulation of tempered stable Ornstein-Uhlenbeck processes (Q2095765) (← links)
- A Bivariate Normal Inverse Gaussian Process with Stochastic Delay: Efficient Simulations and Applications to Energy Markets (Q5063388) (← links)
- Gamma-related Ornstein–Uhlenbeck processes and their simulation* (Q5065235) (← links)
- Forward or backward simulation? A comparative study (Q5139227) (← links)
- Exact Simulation of Variance Gamma-Related OU Processes: Application to the Pricing of Energy Derivatives (Q5149267) (← links)
- Fast Pricing of Energy Derivatives with Mean-Reverting Jump-diffusion Processes (Q5164999) (← links)
- Normal Tempered Stable Processes and the Pricing of Energy Derivatives (Q5886359) (← links)
- The variance gamma++ process and applications to energy markets (Q6580711) (← links)
