Pages that link to "Item:Q1940435"
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The following pages link to On the stability the least squares Monte Carlo (Q1940435):
Displayed 3 items.
- An improved least squares Monte Carlo valuation method based on heteroscedasticity (Q1694951) (← links)
- A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model (Q2656030) (← links)
- Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting (Q5742555) (← links)