The following pages link to (Q4821330):
Displaying 29 items.
- Multicriteria decision systems for financial problems (Q356508) (← links)
- A reliable numerical method to price arithmetic Asian options (Q387463) (← links)
- Fast delta computations in the swap-rate market model (Q633332) (← links)
- Stochastic stability of a system of perfect integrate-and-fire inhibitory neurons (Q779161) (← links)
- Lie group symmetries as integral transforms of fundamental solutions (Q863389) (← links)
- Exponential Rosenbrock integrators for option pricing (Q970405) (← links)
- Neural network calibrated stochastic processes: forecasting financial assets (Q1788897) (← links)
- Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment (Q2218827) (← links)
- A robust and accurate quasi-Monte Carlo algorithm for estimating eigenvalue of homogeneous integral equations (Q2256898) (← links)
- PRICING AND DELTAS OF DISCRETELY-MONITORED BARRIER OPTIONS USING STRATIFIED SAMPLING ON THE HITTING-TIMES TO THE BARRIER (Q2786033) (← links)
- FAST AND ACCURATE PRICING AND HEDGING OF LONG-DATED CMS SPREAD OPTIONS (Q2786342) (← links)
- FAST MONTE CARLO GREEKS FOR FINANCIAL PRODUCTS WITH DISCONTINUOUS PAY-OFFS (Q2847241) (← links)
- Robust Numerical Calibration for Implied Volatility Expansion Models (Q2953945) (← links)
- PERTURBATION STABLE CONDITIONAL ANALYTIC MONTE-CARLO PRICING SCHEME FOR AUTO-CALLABLE PRODUCTS (Q3005957) (← links)
- Application of fuzzy measures and interval computation to financial portfolio selection (Q3065305) (← links)
- Solvency II – towards a new insurance supervisory system in the EU (Q3440873) (← links)
- New and robust drift approximations for the LIBOR market model (Q3518382) (← links)
- Optimal Weak Static Hedging of Equity and Credit Risk Using Derivatives (Q3565097) (← links)
- ON THE VALUATION OF DERIVATIVES WITH SNAPSHOT RESET FEATURES (Q3621566) (← links)
- Achieving smooth asymptotics for the prices of European options in binomial trees (Q3623406) (← links)
- EFFICIENT LONG-DATED SWAPTION VOLATILITY APPROXIMATION IN THE FORWARD-LIBOR MODEL (Q4571699) (← links)
- Pricing exchange options with correlated jump diffusion processes (Q4957241) (← links)
- Forward or backward simulation? A comparative study (Q5139227) (← links)
- Exact Simulation of Variance Gamma-Related OU Processes: Application to the Pricing of Energy Derivatives (Q5149267) (← links)
- ACHIEVING HIGHER ORDER CONVERGENCE FOR THE PRICES OF EUROPEAN OPTIONS IN BINOMIAL TREES (Q5190052) (← links)
- Simulation-based Value-at-Risk for nonlinear portfolios (Q5235455) (← links)
- Level–Slope–Curvature – Fact or Artefact? (Q5297931) (← links)
- Effective Implementation of Generic Market Models (Q5505912) (← links)
- Affine term structure models: A time‐change approach with perfect fit to market curves (Q6054424) (← links)
