Pages that link to "Item:Q3005813"
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The following pages link to Weak and strong Taylor methods for numerical solutions of stochastic differential equations (Q3005813):
Displaying 10 items.
- Smart expansion and fast calibration for jump diffusions (Q964692) (← links)
- Pricing discrete barrier options under stochastic volatility (Q1929151) (← links)
- Pricing discretely monitored barrier options: when Malliavin calculus expansions meet Hilbert transforms (Q2246590) (← links)
- THE AFFINE LIBOR MODELS (Q2851558) (← links)
- NOTE ON AN EXTENSION OF AN ASYMPTOTIC EXPANSION SCHEME (Q2853382) (← links)
- On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model (Q3449446) (← links)
- General Asymptotics of Wiener Functionals and Application to Implied Volatilities (Q4560330) (← links)
- Asymptotic Expansion Approach in Finance (Q4560338) (← links)
- A Multiple Curve Lévy Swap Market Model (Q4994676) (← links)
- On the approximations of solutions to stochastic differential equations under polynomial condition (Q5084993) (← links)
