Pages that link to "Item:Q2671515"
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The following pages link to A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting (Q2671515):
Displaying 3 items.
- A weak approximation method for irregular functionals of hypoelliptic diffusions (Q2057274) (← links)
- Operator splitting schemes for the two-asset Merton jump-diffusion model (Q2223797) (← links)
- An Arbitrary High Order Weak Approximation of SDE and Malliavin Monte Carlo: Analysis of Probability Distribution Functions (Q4629328) (← links)