Pages that link to "Item:Q5742499"
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The following pages link to Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method (Q5742499):
Displaying 4 items.
- Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems (Q2076899) (← links)
- Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
- Pricing of vulnerable options under hybrid stochastic and local volatility (Q2137228) (← links)
- A new class of multidimensional Wishart-based hybrid models (Q2145697) (← links)
