Pages that link to "Item:Q5671563"
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The following pages link to Accurate Evaluation of Wiener Integrals (Q5671563):
Displayed 8 items.
- An extension of the Black-Scholes model of security valuation (Q1106069) (← links)
- Conditional expectations of Brownian functionals and their applications (Q1122236) (← links)
- Optimal prediction for Hamiltonian partial differential equations (Q1577039) (← links)
- Quadrature formulas for the Wiener measure (Q1578512) (← links)
- Importance sampling for Kolmogorov backward equations (Q1621680) (← links)
- A domain-theoretic approach to Brownian motion and general continuous stochastic processes (Q2402275) (← links)
- On Simulating Wiener Integrals and Their Expectations (Q3416000) (← links)
- A new algorithm and worst case complexity for Feynman-Kac path integration. (Q5926791) (← links)