The following pages link to (Q3374063):
Displaying 13 items.
- Weak approximations for Wiener functionals (Q363864) (← links)
- Multidimensional quasi-Monte Carlo Malliavin Greeks (Q377789) (← links)
- Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations (Q708279) (← links)
- Prices and sensitivities of Asian options: A survey (Q939350) (← links)
- Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition (Q2446702) (← links)
- Malliavin Greeks without Malliavin calculus (Q2464862) (← links)
- Kernel estimation of Greek weights by parameter randomization (Q2467608) (← links)
- Sensitivity of the joint survival probability for reinsurance schemes (Q2870748) (← links)
- An Introduction to Particle Methods with Financial Applications (Q2917424) (← links)
- Double Kernel Estimation of Sensitivities (Q3182432) (← links)
- Derivative-free Greeks for the Barndorff-Nielsen and Shephard stochastic volatility model (Q3585334) (← links)
- Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes (Q5219720) (← links)
- Weak approximation of martingale representations (Q5962610) (← links)
