Pages that link to "Item:Q1044013"
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The following pages link to Sensitivity analysis for averaged asset price dynamics with gamma processes (Q1044013):
Displaying 8 items.
- Adaptive importance sampling Monte Carlo simulation for general multivariate probability laws (Q515795) (← links)
- Bismut-Elworthy-Li-type formulae for stochastic differential equations with jumps (Q975336) (← links)
- Computation of Greeks in jump-diffusion models using discrete Malliavin calculus (Q2229106) (← links)
- Likelihood ratio gradient estimation for Meixner distribution and Lévy processes (Q2512758) (← links)
- GREEKS FORMULAS FOR AN ASSET PRICE MODEL WITH GAMMA PROCESSES (Q3100753) (← links)
- ASYMPTOTIC EXPANSION FOR THE TRANSITION DENSITIES OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY THE GAMMA PROCESSES (Q5051178) (← links)
- A systematic and efficient simulation scheme for the Greeks of financial derivatives (Q5234352) (← links)
- Computation of Greeks for asset price dynamics driven by stable and tempered stable processes (Q5397463) (← links)
