Pages that link to "Item:Q1037788"
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The following pages link to Polynomial chaos for simulating random volatilities (Q1037788):
Displaying 10 items.
- Generalized polynomial chaos for nonlinear random delay differential equations (Q512290) (← links)
- Modelling and simulation of autonomous oscillators with random parameters (Q632731) (← links)
- Polynomial chaos expansion approach to interest rate models (Q1657904) (← links)
- Further properties of random orthogonal matrix simulation (Q1942732) (← links)
- Generalised polynomial chaos for a class of linear conservation laws (Q2276411) (← links)
- Option pricing with Legendre polynomials (Q2628349) (← links)
- A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing (Q2662604) (← links)
- Computation of the effects of uncertainty in volatility on option pricing and hedging (Q4903549) (← links)
- The Helmholtz equation with uncertainties in the wavenumber (Q6191362) (← links)
- Stochastic Chebyshev-Picard iteration method for nonlinear differential equations with random inputs (Q6661208) (← links)