Pages that link to "Item:Q3087042"
From MaRDI portal
The following pages link to Calibration of financial models using quasi-Monte Carlo (Q3087042):
Displaying 4 items.
- Adjoint-based Monte Carlo calibration of financial methods (Q964678) (← links)
- Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 1 (Q2032212) (← links)
- Deep calibration of financial models: turning theory into practice (Q2165392) (← links)
- Weighted Monte Carlo: A new technique for calibrating asset-pricing models (Q2725583) (← links)