Pages that link to "Item:Q5703077"
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The following pages link to Adaptive Monte Carlo Algorithms for Stopped Diffusion (Q5703077):
Displayed 9 items.
- Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias (Q395995) (← links)
- Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models (Q486710) (← links)
- Adaptive lattice methods for multi-asset models (Q1004678) (← links)
- An analytical approximation for single barrier options under stochastic volatility models (Q1621902) (← links)
- Error estimation and uncertainty quantification for first time to a threshold value (Q2660604) (← links)
- On Monte Carlo algorithms applied to Dirichlet problems for parabolic operators in the setting of time-dependent domains (Q3632723) (← links)
- SDE Based Regression for Linear Random PDEs (Q5275045) (← links)
- Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations (Q5316801) (← links)
- A posteriori error analysis and adaptivity for high-dimensional elliptic and parabolic boundary value problems (Q6044435) (← links)