Pages that link to "Item:Q853863"

The following pages link to A new computational scheme for computing Greeks by the asymptotic expansion approach (Q853863):

Displaying 13 items.

• Pricing exotic options and American options: a multidimensional asymptotic expansion approach (Q356757) (← links)
• An asymptotic expansion for forward-backward SDEs: a Malliavin calculus approach (Q1627727) (← links)
• A general control variate method for multi-dimensional SDEs: an application to multi-asset options under local stochastic volatility with jumps models in finance (Q1698923) (← links)
• A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for deep BSDE solver (Q2133701) (← links)
• Asymptotic expansion for some local volatility models arising in finance (Q2292052) (← links)
• An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates (Q2471737) (← links)
• NOTE ON AN EXTENSION OF AN ASYMPTOTIC EXPANSION SCHEME (Q2853382) (← links)
• A HYBRID ASYMPTOTIC EXPANSION SCHEME: AN APPLICATION TO LONG-TERM CURRENCY OPTIONS (Q3067160) (← links)
• On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model (Q3449446) (← links)
• FOURIER TRANSFORM METHOD WITH AN ASYMPTOTIC EXPANSION APPROACH: AN APPLICATION TO CURRENCY OPTIONS (Q3520539) (← links)
• Asymptotic Expansion Approach in Finance (Q4560338) (← links)
• A GENERAL COMPUTATION SCHEME FOR A HIGH-ORDER ASYMPTOTIC EXPANSION METHOD (Q4649507) (← links)
• Second Order Discretization of Bismut--Elworthy--Li Formula: Application to Sensitivity Analysis (Q5228352) (← links)