Pages that link to "Item:Q5031708"
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The following pages link to The collocating local volatility framework – a fresh look at efficient pricing with smile (Q5031708):
Displaying 4 items.
- Calibration of the temporally varying volatility and interest rate functions (Q5072033) (← links)
- COLLOCATING VOLATILITY: A COMPETITIVE ALTERNATIVE TO STOCHASTIC LOCAL VOLATILITY MODELS (Q5148005) (← links)
- Monte Carlo simulation of SDEs using GANs (Q6072362) (← links)
- Efficient pricing and calibration of high-dimensional basket options (Q6625110) (← links)
