The following pages link to Ankush Agarwal (Q1996935):
Displayed 11 items.
- Study of new rare event simulation schemes and their application to extreme scenario generation (Q1996937) (← links)
- Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method (Q2186658) (← links)
- Efficient Simulation of Large Deviation Events for Sums of Random Vectors Using Saddle-Point Representations (Q2854076) (← links)
- Portfolio Benchmarking Under Drawdown Constraint and Stochastic Sharpe Ratio (Q4579825) (← links)
- Numerical approximations of McKean anticipative backward stochastic differential equations arising in initial margin requirements (Q4967860) (← links)
- American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics (Q5001107) (← links)
- A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps (Q5086642) (← links)
- The implied Sharpe ratio (Q5139210) (← links)
- Nearest Neighbor Based Estimation Technique for Pricing Bermudan Options (Q5245032) (← links)
- Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)
- Numerical approximation of McKean-Vlasov SDEs via stochastic gradient descent (Q6456017) (← links)