The following pages link to Tigran Nagapetyan (Q393283):
Displaying 7 items.
- Remarks on Afriat's theorem and the Monge-Kantorovich problem (Q393284) (← links)
- Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs (Q520679) (← links)
- Variance reduction for discretised diffusions via regression (Q1674395) (← links)
- Multilevel Monte Carlo Approximation of Distribution Functions and Densities (Q2945150) (← links)
- Multilevel Monte Carlo Method for Statistical Model Checking of Hybrid Systems (Q5194936) (← links)
- Pricing Bermudan Options via Multilevel Approximation Methods (Q5258453) (← links)
- (Q5501588) (← links)
