Pages that link to "Item:Q1753188"
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The following pages link to Numerical probability. An introduction with applications to finance (Q1753188):
Displaying 31 items.
- Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space (Q825596) (← links)
- Optimal dual quantizers of \(1 D\log \)-concave distributions: uniqueness and Lloyd like algorithm (Q2037064) (← links)
- Properties of the EMCEL scheme for approximating irregular diffusions (Q2069772) (← links)
- Approximation rate in Wasserstein distance of probability measures on the real line by deterministic empirical measures (Q2071757) (← links)
- New approach to greedy vector quantization (Q2073221) (← links)
- Convex order, quantization and monotone approximations of ARCH models (Q2100004) (← links)
- Wasserstein convergence rates for random bit approximations of continuous Markov processes (Q2208948) (← links)
- Weak error for nested multilevel Monte Carlo (Q2218848) (← links)
- Acceleration of automatic differentiation of solutions to parabolic partial differential equations: a higher order discretization (Q2220742) (← links)
- Neural network regression for Bermudan option pricing (Q2239248) (← links)
- New weak error bounds and expansions for optimal quantization (Q2297129) (← links)
- Small time chaos approximations for heat kernels of multidimensional diffusions (Q2684440) (← links)
- On the properties of the exceptional set for the randomized Euler and Runge-Kutta schemes (Q2692799) (← links)
- Performance of a Markovian neural network versus dynamic programming on a fishing control problem (Q2699283) (← links)
- Thinning and multilevel Monte Carlo methods for piecewise deterministic (Markov) processes with an application to a stochastic Morris–Lecar model (Q3298816) (← links)
- The Parareal Algorithm for American Options (Q4553797) (← links)
- Convergence rate of optimal quantization grids and application to empirical measure (Q4969145) (← links)
- Quantization and martingale couplings (Q5026465) (← links)
- (Q5043153) (← links)
- PRICING FORMULA FOR EXCHANGE OPTION BASED ON STOCHASTIC DELAY DIFFERENTIAL EQUATION WITH JUMPS (Q5051185) (← links)
- Constrained overdamped Langevin dynamics for symmetric multimarginal optimal transportation (Q5074802) (← links)
- Stationary Heston model: calibration and pricing of exotics using product recursive quantization (Q5079352) (← links)
- Weak approximation of martingale representations (Q5962610) (← links)
- Affine term structure models: A time‐change approach with perfect fit to market curves (Q6054424) (← links)
- Discrete-time mean-field stochastic control with partial observations (Q6072100) (← links)
- Uniform strong and weak error estimates for numerical schemes applied to multiscale SDEs in a Smoluchowski-Kramers diffusion approximation regime (Q6075446) (← links)
- Lagrangian stochastic model for the orientation of inertialess spheroidal particles in turbulent flows: an efficient numerical method for CFD approach (Q6100097) (← links)
- Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds (Q6103981) (← links)
- Quantifying a convergence theorem of Gyöngy and Krylov (Q6104027) (← links)
- Functional convex order for the scaled McKean-Vlasov processes (Q6179331) (← links)
- Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime (Q6192520) (← links)