Pages that link to "Item:Q983262"

The following pages link to Numerical solution of stochastic differential equations with jumps in finance (Q983262):

Displaying 50 items.

• Shifted Legendre spectral collocation technique for solving stochastic Volterra-Fredholm integral equations (Q2698627) (← links)
• Weak convergence of finite element approximations of linear stochastic evolution equations with additive Lévy noise (Q2801320) (← links)
• BENCHOP – The BENCHmarking project in option pricing (Q2804496) (← links)
• On tamed Euler approximations of SDEs driven by Lévy noise with applications to delay equations (Q2814459) (← links)
• Pricing Derivatives Under Lévy Models (Q2835278) (← links)
• Convergence rate of EM scheme for SDDEs (Q2845471) (← links)
• Explicit Methods for Stiff Stochastic Differential Equations (Q2897255) (← links)
• Reduction and reconstruction of stochastic differential equations via symmetries (Q2951770) (← links)
• Wavelets Galerkin method for solving stochastic heat equation (Q2957743) (← links)
• Double-implicit and split two-step Milstein schemes for stochastic differential equations (Q2958270) (← links)
• Modeling Asset Prices (Q3112452) (← links)
• The Proof of Convergence with Probability 1 in the Method of Expansion of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series (Q3305757) (← links)
• Measuring Impact of Random Jumps Without Sample Path Generation (Q3452488) (← links)
• Efficiently and easily integrating differential equations with JiTCODE, JiTCDDE, and JiTCSDE (Q4565981) (← links)
• Alternative results for option pricing and implied volatility in jump-diffusion models using Mellin transforms (Q4600764) (← links)
• Error Analysis for D-Leaping Scheme of Chemical Reaction System with Delay (Q4601614) (← links)
• Pairs trading with a mean-reverting jump–diffusion model on high-frequency data (Q4619518) (← links)
• (Q4627201) (← links)
• A Hybrid Model for Pricing and Hedging of Long-dated Bonds (Q4682485) (← links)
• Semi-discrete approximations for stochastic differential equations and applications (Q4903574) (← links)
• (Q4960356) (← links)
• (Q4965807) (← links)
• SDE-MATH: a software package for the implementation of strong high-order numerical methods for Ito SDEs with multidimensional non-commutative noise based on multiple Fourier-Legendre series (Q4986658) (← links)
• Parametric analysis of stochastic oscillators by the statistical modeling method (Q5048153) (← links)
• ASYMPTOTIC EXPANSION FOR THE TRANSITION DENSITIES OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY THE GAMMA PROCESSES (Q5051178) (← links)
• A new approach to the series expansion of iterated Stratonovich stochastic integrals of arbitrary multiplicity with respect to components of the multidimensional Wiener process (Q5056183) (← links)
• (Q5071330) (← links)
• Mean-Variance Portfolio Selection in Contagious Markets (Q5071496) (← links)
• Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure (Q5072583) (← links)
• Optimal sampling design for global approximation of jump diffusion stochastic differential equations (Q5086424) (← links)
• Exponential stability for neutral stochastic partial integro-differential equations of second order with poisson jumps (Q5088143) (← links)
• <i>ϵ</i>-Nash mean-field games for linear-quadratic systems with random jumps and applications (Q5157955) (← links)
• Lévy Backward SDE Filter for Jump Diffusion Processes and Its Applications in Material Sciences (Q5162017) (← links)
• Algebraic structures and stochastic differential equations driven by Lévy processes (Q5243621) (← links)
• Numerical Methods for SPDEs with Tempered Stable Processes (Q5254701) (← links)
• Multilevel Path Simulation for Jump-Diffusion SDEs (Q5326141) (← links)
• Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps (Q5372048) (← links)
• Parametric analysis of the oscillatory solutions to stochastic differential equations with the Wiener and Poisson components by the Monte Carlo method (Q5374016) (← links)
• (Q5871683) (← links)
• Deep ReLU neural networks overcome the curse of dimensionality for partial integrodifferential equations (Q5873924) (← links)
• Iterative methods for nonlinear systems associated with finite difference approach in stochastic differential equations (Q5962636) (← links)
• On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps (Q5965335) (← links)
• Numerical solution of Itô-Volterra integral equations by the QR factorization method (Q6046881) (← links)
• Existence, uniqueness and approximation of solutions to Carathéodory delay differential equations (Q6049329) (← links)
• A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets (Q6070671) (← links)
• Variance reduced particle solution of the Fokker-Planck equation with application to rarefied gas and plasma dynamics (Q6078482) (← links)
• Nonlinear–nonquadratic optimal and inverse optimal control for discrete‐time stochastic dynamical systems (Q6085248) (← links)
• A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints (Q6091099) (← links)
• Time-consistent investment strategy for a DC pension plan with hidden Markov regime switching (Q6100577) (← links)
• Consensus-based optimization via jump-diffusion stochastic differential equations (Q6102917) (← links)