The following pages link to (Q5396410):
Displaying 15 items.
- A functional Itō-formula for Dawson-Watanabe superprocesses (Q2066966) (← links)
- From Bachelier to Dupire via optimal transport (Q2072111) (← links)
- Inverting the Markovian projection, with an application to local stochastic volatility models (Q2212591) (← links)
- Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation (Q2240887) (← links)
- Volatility and volatility-linked derivatives: estimation, modeling, and pricing (Q2292042) (← links)
- Affine processes under parameter uncertainty (Q2296126) (← links)
- A Dual Algorithm for Stochastic Control Problems: Applications to Uncertain Volatility Models and CVA (Q2808183) (← links)
- Uncertain Volatility Models with Stochastic Bounds (Q3122062) (← links)
- Analytical Approximations of BSDEs with Nonsmooth Driver (Q3195111) (← links)
- Newton-Based Solvers for Nonlinear PDEs in Finance (Q4626503) (← links)
- Solving high-dimensional optimal stopping problems using deep learning (Q5014845) (← links)
- $\alpha$-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs (Q5033264) (← links)
- CALIBRATING LOCAL VOLATILITY MODELS WITH STOCHASTIC DRIFT AND DIFFUSION (Q5066306) (← links)
- Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method (Q5742499) (← links)
- Reconstructing volatility: Pricing of index options under rough volatility (Q6054443) (← links)
