Pages that link to "Item:Q2849668"
From MaRDI portal
The following pages link to Recent Developments in Computational Finance (Q2849668):
Displaying 13 items.
- Multilevel Monte Carlo methods for applications in finance (Q2849669) (← links)
- Convergence of numerical methods for stochastic differential equations in mathematical finance (Q2849670) (← links)
- Inverse problems in finance (Q2849671) (← links)
- Asymptotic and non asymptotic approximations for option valuation (Q2849673) (← links)
- Discretization of backward stochastic Volterra integral equations (Q2849675) (← links)
- Semi-Lagrangian schemes for parabolic equations (Q2849676) (← links)
- Derivative-free weak approximation methods for stochastic differential equations in finance (Q2849677) (← links)
- Wavelet solution of degenerate Kolmogoroff forward equations for exotic contracts in finance (Q2849678) (← links)
- Randomized multilevel quasi-Monte Carlo path simulation (Q2849680) (← links)
- Drift-Free Simulation methods for pricing cross-market derivatives with LIBOR Market Model (Q2849681) (← links)
- Application of simplest random walk algorithms for pricing barrier options (Q2849683) (← links)
- Coupling local currency Libor models to FX Libor models (Q2849684) (← links)
- Dimension-wise decompositions and their efficient parallelization (Q2849686) (← links)
