Pages that link to "Item:Q2493710"
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The following pages link to The Malliavin gradient method for the calibration of stochastic dynamical models (Q2493710):
Displaying 4 items.
- On the Malliavin approach to Monte Carlo approximation of conditional expectations (Q1887263) (← links)
- A note on the Malliavin derivative operator under change of variable (Q2476826) (← links)
- IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS (Q5324399) (← links)
- Stochastic modeling and statistical calibration with model error and scarce data (Q6084475) (← links)