Pages that link to "Item:Q2227432"
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The following pages link to Static and dynamic SABR stochastic volatility models: calibration and option pricing using GPUs (Q2227432):
Displaying 3 items.
- SABR/LIBOR market models: pricing and calibration for some interest rate derivatives (Q279498) (← links)
- Full and fast calibration of the Heston stochastic volatility model (Q1694942) (← links)
- Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk (Q6625108) (← links)
