Pages that link to "Item:Q5444261"

The following pages link to Efficient Hierarchical Approximation of High‐Dimensional Option Pricing Problems (Q5444261):

Displaying 35 items.

• A mixed derivative terms removing method in multi-asset option pricing problems (Q289274) (← links)
• A comparative study on time-efficient methods to price compound options in the Heston model (Q316625) (← links)
• Low-rank tensor structure of linear diffusion operators in the TT and QTT formats (Q389698) (← links)
• Option pricing with a direct adaptive sparse grid approach (Q432809) (← links)
• A multigrid preconditioner for an adaptive Black-Scholes solver (Q533713) (← links)
• Parallel processing of the building-cube method on a GPU platform (Q534607) (← links)
• Reduced models for sparse grid discretizations of the multi-asset Black-Scholes equation (Q904258) (← links)
• Numerical methods for Lévy processes (Q964687) (← links)
• The early exercise region for Bermudan options on two underlyings (Q970053) (← links)
• PDE formulation of some SABR/LIBOR market models and its numerical solution with a sparse grid combination technique (Q1732425) (← links)
• An SGBM-XVA demonstrator: a scalable Python tool for pricing XVA (Q1980957) (← links)
• DGM: a deep learning algorithm for solving partial differential equations (Q2002333) (← links)
• Explainable neural network for pricing and universal static hedging of contingent claims (Q2060236) (← links)
• Higher-order interpolated lattice schemes for multidimensional option pricing problems (Q2252708) (← links)
• A sparse-grid isogeometric solver (Q2310938) (← links)
• Momentum-space approach to asymptotic expansion for stochastic filtering (Q2434137) (← links)
• Active learning based sampling for high-dimensional nonlinear partial differential equations (Q2683063) (← links)
• Pricing of Basket Options Using Dimension Reduction and Adaptive Finite Differences in Space, and Discontinuous Galerkin in Time (Q3179707) (← links)
• Efficient exposure computation by risk factor decomposition (Q4619510) (← links)
• Numerical Analysis of Novel Finite Difference Methods (Q4626501) (← links)
• Multiscale methods for the valuation of American options with stochastic volatility (Q4903541) (← links)
• A highly parallel Black–Scholes solver based on adaptive sparse grids (Q4903544) (← links)
• On the construction of sparse tensor product spaces (Q4912012) (← links)
• Pricing American options by exercise rate optimization (Q4957236) (← links)
• A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems (Q4959381) (← links)
• Numerical valuation of Bermudan basket options via partial differential equations (Q5031294) (← links)
• Stochastic grid bundling method for backward stochastic differential equations (Q5031712) (← links)
• PRICING EUROPEAN TWO-ASSET OPTION USING THE SPECTRAL METHOD WITH SECOND-KIND CHEBYSHEV POLYNOMIALS (Q5101563) (← links)
• P1–Nonconforming Polyhedral Finite Elements in High Dimensions (Q5118789) (← links)
• AMFR-W Numerical Methods for Solving High-Dimensional SABR/LIBOR PDE Models (Q5147983) (← links)
• American-type basket option pricing: a simple two-dimensional partial differential equation (Q5235458) (← links)
• Valuation of Structured Financial Products by Adaptive Multiwavelet Methods in High Dimensions (Q5256567) (← links)
• Efficient<i>d</i>-multigrid preconditioners for sparse-grid solution of high-dimensional partial differential equations (Q5308814) (← links)
• (Q5862234) (← links)
• Solving High-Dimensional Optimal Stopping Problems Using Optimization Based Model Order Reduction (Q5879352) (← links)