The following pages link to (Q4432883):
Displaying 31 items.
- A weak approximation with asymptotic expansion and multidimensional Malliavin weights (Q292908) (← links)
- Rough paths and PDEs. Abstracts from the workshop held August 19--25, 2012. (Q343353) (← links)
- A new extrapolation method for weak approximation schemes with applications (Q433903) (← links)
- High order recombination and an application to cubature on Wiener space (Q453236) (← links)
- Spatial coagulation with bounded coagulation rate (Q657040) (← links)
- Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction (Q670737) (← links)
- An asymptotic expansion for forward-backward SDEs: a Malliavin calculus approach (Q1627727) (← links)
- Smoothing properties of McKean-Vlasov SDEs (Q1647925) (← links)
- Implicit American Monte Carlo methods for nonlinear functional of future portfolio value (Q1684762) (← links)
- Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations (Q1762334) (← links)
- Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes (Q2042872) (← links)
- A weak approximation method for irregular functionals of hypoelliptic diffusions (Q2057274) (← links)
- Monte Carlo construction of cubature on Wiener space (Q2135546) (← links)
- Higher-order interpolated lattice schemes for multidimensional option pricing problems (Q2252708) (← links)
- Kusuoka-Stroock gradient bounds for the solution of the filtering equation (Q2261952) (← links)
- A higher order weak approximation scheme of multidimensional stochastic differential equations using Malliavin weights (Q2357445) (← links)
- Curvature dimension inequalities and subelliptic heat kernel gradient bounds on contact manifolds (Q2436554) (← links)
- Second order discretization of backward SDEs and simulation with the cubature method (Q2448692) (← links)
- A signed measure on rough paths associated to a PDE of high order: results and conjectures (Q2655934) (← links)
- Cubature Methods and Applications (Q2847839) (← links)
- Gaussian K-scheme: justification for KLNV method (Q2957760) (← links)
- Some Regularity Estimates for Diffusion Semigroups with Dirichlet Boundary Conditions (Q3296859) (← links)
- On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model (Q3449446) (← links)
- Asymptotic Expansion Approach in Finance (Q4560338) (← links)
- Construction of a Third-Order K-Scheme and Its Application to Financial Models (Q4607056) (← links)
- An Arbitrary High Order Weak Approximation of SDE and Malliavin Monte Carlo: Analysis of Probability Distribution Functions (Q4629328) (← links)
- Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles: practical applications of the KLNV-scheme (Q5014247) (← links)
- Short Communication: A Gaussian Kusuoka Approximation without Solving Random ODEs (Q5029930) (← links)
- Second Order Discretization of Bismut--Elworthy--Li Formula: Application to Sensitivity Analysis (Q5228352) (← links)
- Higher-order Discretization Methods of Forward-backward SDEs Using KLNV-scheme and Their Applications to XVA Pricing (Q5241903) (← links)
- Uniform in time estimates for the weak error of the Euler method for SDEs and a pathwise approach to derivative estimates for diffusion semigroups (Q5857743) (← links)
