Pages that link to "Item:Q5219719"
From MaRDI portal
The following pages link to Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models (Q5219719):
Displaying 5 items.
- General multilevel Monte Carlo methods for pricing discretely monitored Asian options (Q2023956) (← links)
- A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for deep BSDE solver (Q2133701) (← links)
- Forecasting mortality rates with a coherent ensemble averaging approach (Q6163451) (← links)
- Coherent Mortality Forecasting with a Model Averaging Approach: Evidence from Global Populations (Q6549260) (← links)
- Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps (Q6556204) (← links)
