Pages that link to "Item:Q964684"
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The following pages link to A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method (Q964684):
Displayed 10 items.
- Pricing exotic options and American options: a multidimensional asymptotic expansion approach (Q356757) (← links)
- Cubature on Wiener space: pathwise convergence (Q358624) (← links)
- A new extrapolation method for weak approximation schemes with applications (Q433903) (← links)
- Exact and high-order discretization schemes for Wishart processes and their affine extensions (Q1950261) (← links)
- An operator approach for Markov chain weak approximations with an application to infinite activity Lévy driven SDEs (Q2389602) (← links)
- CHI-SQUARE SIMULATION OF THE CIR PROCESS AND THE HESTON MODEL (Q2841330) (← links)
- Cubature Methods and Applications (Q2847839) (← links)
- Fast Ninomiya–Victoir calibration of the double-mean-reverting model (Q2871434) (← links)
- Semi-closed form cubature and applications to financial diffusion models (Q5397417) (← links)
- Efficient Second-order Weak Scheme for Stochastic Volatility Models (Q5746534) (← links)