Pages that link to "Item:Q5746534"
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The following pages link to Efficient Second-order Weak Scheme for Stochastic Volatility Models (Q5746534):
Displaying 5 items.
- Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation (Q340795) (← links)
- Asymptotics for the Euler-discretized Hull-White stochastic volatility model (Q1703031) (← links)
- Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme (Q2454403) (← links)
- Efficient Second-order Weak Scheme for Stochastic Volatility Models (Q5746534) (← links)
- Multilevel Monte Carlo simulation for the Heston stochastic volatility model (Q6144993) (← links)
