The following pages link to Martin Altmayer (Q4683813):
Displaying 3 items.
- Discretising the Heston model: an analysis of the weak convergence rate (Q4683814) (← links)
- Multilevel Monte Carlo Quadrature of Discontinuous Payoffs in the Generalized Heston Model Using Malliavin Integration by Parts (Q5253180) (← links)
- Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations (Q5256556) (← links)
