The following pages link to (Q4229805):
Displaying 50 items.
- Stabilized multilevel Monte Carlo method for stiff stochastic differential equations (Q347978) (← links)
- Supervised classification of diffusion paths (Q382738) (← links)
- Weak approximation of CIR equation by discrete random variables (Q392777) (← links)
- Ergodic approximation of the distribution of a stationary diffusion: rate of convergence (Q433906) (← links)
- A semigroup expansion for pricing barrier options (Q462410) (← links)
- Affine fractional stochastic volatility models (Q470522) (← links)
- Exploiting multi-core architectures for reduced-variance estimation with intractable likelihoods (Q516453) (← links)
- Implementing quasi-Monte Carlo simulations with linear transformations (Q545523) (← links)
- Approximation of the distribution of a stationary Markov process with application to option pricing (Q605850) (← links)
- Smoothness and asymptotic estimates of densities for SDEs with locally smooth coefficients and applications to square root-type diffusions (Q640057) (← links)
- Estimation of risk-neutral density surfaces (Q645506) (← links)
- Option pricing under a gamma-modulated diffusion process (Q645515) (← links)
- An explicit finite difference approach to the pricing problems of perpetual Bermudan options (Q842831) (← links)
- Implicit-explicit numerical schemes for jump-diffusion processes (Q997571) (← links)
- An optimal investment strategy with maximal risk aversion and its ruin probability (Q1006559) (← links)
- No arbitrage without semimartingales (Q1024894) (← links)
- Development of computational algorithms for evaluating option prices associated with square-root volatility processes (Q1041306) (← links)
- Valuation of default swap with affine-type hazard rate (Q1302099) (← links)
- Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (Q1770204) (← links)
- Inference on some parametric functions in the univariate lognormal diffusion process with exogenous factors (Q1872843) (← links)
- A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models (Q1930421) (← links)
- On Hölder fields clustering (Q1936547) (← links)
- Pricing and hedging Asian basket options with quasi-Monte Carlo simulations (Q1945610) (← links)
- Asymptotic behavior of the stock price distribution density and implied volatility in stochastic volatility models (Q1959682) (← links)
- A quickest detection problem with an observation cost (Q2346078) (← links)
- Pricing multi-asset American options: A finite element method-of-Lines with smooth penalty (Q2465446) (← links)
- On the approximation of infinite dimensional optimal stopping problems with application to mathematical finance (Q2481387) (← links)
- On the continuity of the time derivative of the solution to the parabolic obstacle problem with variable coefficients (Q2490005) (← links)
- Statistical Romberg extrapolation: a new variance reduction method and applications to option pricing (Q2496505) (← links)
- Linear complexity solution of parabolic integro-differential equations (Q2502236) (← links)
- A framework algorithm to compute optimal asset allocation for retirement with behavioral utilities (Q2574060) (← links)
- Crossing probabilities for diffusion processes with piecewise continuous boundaries (Q2642479) (← links)
- Sensitivities<i>via</i>rough paths (Q2786491) (← links)
- Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System (Q2800706) (← links)
- Asymptotic Behavior of the Maximum Likelihood Estimator for Ergodic and Nonergodic Square-Root Diffusions (Q2844026) (← links)
- Real options with a double continuation region (Q2873019) (← links)
- Adaptive sequential estimation for ergodic diffusion processes in quadratic metric (Q3021188) (← links)
- FINITE-RANGE CONTACT PROCESS ON THE MARKET RETURN INTERVALS DISTRIBUTIONS (Q3063617) (← links)
- CONVENIENT MULTIPLE DIRECTIONS OF STRATIFICATION (Q3100993) (← links)
- Parameter Estimation for the Square-Root Diffusions: Ergodic and Nonergodic Cases (Q3145420) (← links)
- TIME-CHANGED FAST MEAN-REVERTING STOCHASTIC VOLATILITY MODELS (Q3225033) (← links)
- Functional quantization for numerics with an application to option pricing (Q3367274) (← links)
- A Model with Interacting Assets Driven by Poisson Processes (Q3375546) (← links)
- Regression methods in pricing American and Bermudan options using consumption processes (Q3395739) (← links)
- Finite volume methods for the valuation of American options (Q3428051) (← links)
- MODERN LOGARITHMS FOR THE HESTON MODEL (Q3444861) (← links)
- A NEW FINITE ELEMENT METHOD FOR PRICING OF BOND OPTIONS UNDER TIME INHOMOGENEOUS AFFINE TERM STRUCTURE MODELS OF INTEREST RATES (Q3444862) (← links)
- QUADRATIC HEDGING FOR THE BATES MODEL (Q3502983) (← links)
- <i>A posteriori</i>error analysis for parabolic variational inequalities (Q3507064) (← links)
- Exit Times and Poisson Kernels of the Ornstein–Uhlenbeck Diffusion (Q3514277) (← links)
