Pages that link to "Item:Q4555127"
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The following pages link to Algebraic structure of vector fields in financial diffusion models and its applications (Q4555127):
Displayed 3 items.
- Construction of a Third-Order K-Scheme and Its Application to Financial Models (Q4607056) (← links)
- A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing (Q4957242) (← links)
- Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles: practical applications of the KLNV-scheme (Q5014247) (← links)