Pages that link to "Item:Q2957760"
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The following pages link to Gaussian K-scheme: justification for KLNV method (Q2957760):
Displayed 8 items.
- Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes (Q515534) (← links)
- Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process (Q1713467) (← links)
- Recent advances in various fields of numerical probability (Q2786538) (← links)
- Algebraic structure of vector fields in financial diffusion models and its applications (Q4555127) (← links)
- Construction of a Third-Order K-Scheme and Its Application to Financial Models (Q4607056) (← links)
- A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing (Q4957242) (← links)
- Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles: practical applications of the KLNV-scheme (Q5014247) (← links)
- Higher-order Discretization Methods of Forward-backward SDEs Using KLNV-scheme and Their Applications to XVA Pricing (Q5241903) (← links)