Pages that link to "Item:Q2453869"
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The following pages link to Efficient almost-exact Lévy area sampling (Q2453869):
Displayed 13 items.
- On the implementation of multilevel Monte Carlo simulation of the stochastic volatility and interest rate model using multi-GPU clusters (Q1713864) (← links)
- Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE (Q2009114) (← links)
- Higher strong order methods for linear Itô SDEs on matrix Lie groups (Q2100530) (← links)
- An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox (Q2700009) (← links)
- Splitting Integrators for the Stochastic Landau--Lifshitz Equation (Q2815688) (← links)
- Series Expansions and Direct Inversion for the Heston Model (Q4988549) (← links)
- (Q5056183) (← links)
- On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion (Q5073873) (← links)
- Algebraic structures and stochastic differential equations driven by Lévy processes (Q5243621) (← links)
- (Q5871683) (← links)
- (Q6141903) (← links)
- (Q6145144) (← links)
- Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients (Q6161578) (← links)