The following pages link to Alexandre Zhou (Q777907):
Displaying 3 items.
- Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations (Q777908) (← links)
- Numerical approximations of McKean anticipative backward stochastic differential equations arising in initial margin requirements (Q4967860) (← links)
- Existence of a calibrated regime switching local volatility model (Q5109975) (← links)
