Pages that link to "Item:Q1018139"
From MaRDI portal
The following pages link to Highly nonlinear model in finance and convergence of Monte Carlo simulations (Q1018139):
Displayed 5 items.
- Property and numerical simulation of the Ait-Sahalia-Rho model with nonlinear growth conditions (Q523974) (← links)
- A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for deep BSDE solver (Q2133701) (← links)
- Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation (Q2163140) (← links)
- Truncated EM numerical method for generalised Ait-Sahalia-type interest rate model with delay (Q2199791) (← links)
- Delay Ait-Sahalia-type interest rate model with jumps and its strong approximation (Q6075444) (← links)