Pages that link to "Item:Q508289"
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The following pages link to A Monte Carlo multi-asset option pricing approximation for general stochastic processes (Q508289):
Displaying 5 items.
- Complexity in quantitative finance and economics (Q508270) (← links)
- An RBF-FD sparse scheme to simulate high-dimensional Black-Scholes partial differential equations (Q2004501) (← links)
- Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach (Q2212455) (← links)
- Multivariate elliptical truncated moments (Q2397126) (← links)
- An operator splitting method for multi-asset options with the Feynman-Kac formula (Q2693555) (← links)
