Pages that link to "Item:Q5219719"
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The following pages link to Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models (Q5219719):
Displayed 4 items.
- General multilevel Monte Carlo methods for pricing discretely monitored Asian options (Q2023956) (← links)
- A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for deep BSDE solver (Q2133701) (← links)
- A transform-based method for pricing Asian options under general two-dimensional models (Q6067803) (← links)
- Forecasting mortality rates with a coherent ensemble averaging approach (Q6163451) (← links)