The following pages link to Konstantinos Manolarakis (Q2448691):
Displaying 7 items.
- (Q981016) (redirect page) (← links)
- On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights (Q981018) (← links)
- Second order discretization of backward SDEs and simulation with the cubature method (Q2448692) (← links)
- Cubature Methods and Applications (Q2847839) (← links)
- Solving Backward Stochastic Differential Equations Using the Cubature Method: Application to Nonlinear Pricing (Q4902225) (← links)
- Solving backward stochastic differential equations using the cubature method: Application to nonlinear pricing (Q4919467) (← links)
- Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)
