Pages that link to "Item:Q5317090"

The following pages link to Sensitivity Analysis Using Itô--Malliavin Calculus and Martingales, and Application to Stochastic Optimal Control (Q5317090):

Displayed 12 items.

• Generalized fractional smoothness and \(L_p\)-variation of BSDEs with non-Lipschitz terminal condition (Q424522) ‎ (← links)
• Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations (Q708279) ‎ (← links)
• Numerical methods for the pricing of swing options: a stochastic control approach (Q861551) ‎ (← links)
• A duality approach for the weak approximation of stochastic differential equations (Q862201) ‎ (← links)
• Error expansion for the discretization of backward stochastic differential equations (Q886110) ‎ (← links)
• Smart expansion and fast calibration for jump diffusions (Q964692) ‎ (← links)
• \(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions (Q981015) ‎ (← links)
• Approximation of quantiles of components of diffusion processes. (Q2574616) ‎ (← links)
• Stochastic optimal control of state constrained systems (Q3015163) ‎ (← links)
• GREEKS FORMULAS FOR AN ASSET PRICE MODEL WITH GAMMA PROCESSES (Q3100753) ‎ (← links)
• Calculating the Greeks by cubature formulae (Q3503276) ‎ (← links)
• Multi-step Richardson-Romberg Extrapolation: Remarks on Variance Control and Complexity (Q5295323) ‎ (← links)