The following pages link to (Q2734511):
Displaying 6 items.
- Optimization of mesh hierarchies in multilevel Monte Carlo samplers (Q507015) (← links)
- Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation (Q817339) (← links)
- A time-series approach to non-self-financing hedging in a discrete-time incomplete market (Q948840) (← links)
- Rannacher time-marching with orthogonal spline collocation method for retrieving the discontinuous behavior of hedging parameters (Q2141232) (← links)
- Credit, funding, margin, and capital valuation adjustments for bilateral portfolios (Q2296097) (← links)
- A continuation multilevel Monte Carlo algorithm (Q2350720) (← links)
