Pages that link to "Item:Q5397417"
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The following pages link to Semi-closed form cubature and applications to financial diffusion models (Q5397417):
Displayed 6 items.
- A weak approximation with asymptotic expansion and multidimensional Malliavin weights (Q292908) (← links)
- Cubature on Wiener space: pathwise convergence (Q358624) (← links)
- Asymptotics Beats Monte Carlo: The Case of Correlated Local Vol Baskets (Q2922151) (← links)
- Algebraic structure of vector fields in financial diffusion models and its applications (Q4555127) (← links)
- Dirichlet Forms and Finite Element Methods for the SABR Model (Q4579839) (← links)
- Construction of a Third-Order K-Scheme and Its Application to Financial Models (Q4607056) (← links)