Pages that link to "Item:Q3449446"

The following pages link to On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model (Q3449446):

Displaying 12 items.

• A weak approximation with asymptotic expansion and multidimensional Malliavin weights (Q292908) (← links)
• Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
• An asymptotic expansion for forward-backward SDEs: a Malliavin calculus approach (Q1627727) (← links)
• The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications (Q2030533) (← links)
• A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for deep BSDE solver (Q2133701) (← links)
• Pricing discretely monitored barrier options: when Malliavin calculus expansions meet Hilbert transforms (Q2246590) (← links)
• Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
• A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting (Q2671515) (← links)
• Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models (Q5219719) (← links)
• Total variation bound for Milstein scheme without iterated integrals (Q6073726) (← links)
• A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus (Q6106934) (← links)
• Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus (Q6176082) (← links)