The following pages link to (Q5486563):
Displaying 12 items.
- Computing deltas without derivatives (Q522065) (← links)
- Smart expansion and fast calibration for jump diffusions (Q964692) (← links)
- Functional Itô calculus, path-dependence and the computation of Greeks (Q1679474) (← links)
- An integration by parts type formula for stopping times and its application (Q1707041) (← links)
- Greeks computation in the option pricing problem by means of RBF-PU methods (Q1987467) (← links)
- Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies (Q1994388) (← links)
- On density functions related to discrete time maximum of some one-dimensional diffusion processes (Q2101959) (← links)
- Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method (Q2186658) (← links)
- When terminal facelift enforces delta constraints (Q2339121) (← links)
- Monte-Carlo Valuation of American Options: Facts and New Algorithms to Improve Existing Methods (Q2917432) (← links)
- Probabilistic representation of integration by parts formulae for some stochastic volatility models with unbounded drift (Q5096633) (← links)
- Short Communication: Pricing Path-Dependent Derivatives under Multiscale Stochastic Volatility Models: A Malliavin Representation (Q5131408) (← links)
