The following pages link to (Q3806731):
Displayed 3 items.
- An analytical-numerical method for fast evaluation of probability densities for transient solutions of nonlinear Itô's stochastic differential equations (Q541096) (← links)
- On the valuation of interest rate products under multi-factor HJM term-structures (Q731956) (← links)
- On the approximation of infinite dimensional optimal stopping problems with application to mathematical finance (Q2481387) (← links)