Pages that link to "Item:Q5397463"
From MaRDI portal
The following pages link to Computation of Greeks for asset price dynamics driven by stable and tempered stable processes (Q5397463):
Displaying 7 items.
- On simulation of tempered stable random variates (Q61358) (← links)
- Adaptive importance sampling Monte Carlo simulation for general multivariate probability laws (Q515795) (← links)
- Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians (Q2158592) (← links)
- Computation of Greeks in jump-diffusion models using discrete Malliavin calculus (Q2229106) (← links)
- MFO-RIMS tandem workshop: Nonlocality in analysis, probability and statistics. Abstracts from the MFO-RIMS tandem workshop held March 20--26, 2022 (Q2693042) (← links)
- GREEKS FORMULAS FOR AN ASSET PRICE MODEL WITH GAMMA PROCESSES (Q3100753) (← links)
- Variance-GGC Asset Price Models and Their Sensitivity Analysis (Q4558890) (← links)