The following pages link to (Q4457878):
Displayed 11 items.
- High order recombination and an application to cubature on Wiener space (Q453236) (← links)
- A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method (Q964684) (← links)
- Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations (Q1762334) (← links)
- Monte Carlo construction of cubature on Wiener space (Q2135546) (← links)
- Runge-Kutta schemes for backward stochastic differential equations (Q2448693) (← links)
- Cubature Methods and Applications (Q2847839) (← links)
- Application of the Kusuoka approximation with a tree-based branching algorithm to the pricing of interest-rate derivatives under the HJM model (Q3091998) (← links)
- Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing (Q3502205) (← links)
- Construction of a Third-Order K-Scheme and Its Application to Financial Models (Q4607056) (← links)
- Higher-order Discretization Methods of Forward-backward SDEs Using KLNV-scheme and Their Applications to XVA Pricing (Q5241903) (← links)
- On The Error Estimate for Cubature on Wiener Space (Q5419406) (← links)