The following pages link to (Q3533738):
Displaying 11 items.
- The use of power numeraires in option pricing (Q1728170) (← links)
- Derivative pricing as a transport problem: MPDATA solutions to Black-Scholes-type equations (Q1989176) (← links)
- Practical policy iteration: generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation (Q1994265) (← links)
- Accelerating pathwise Greeks in the LIBOR market model (Q2882688) (← links)
- (Q4814366) (← links)
- (Q4821330) (← links)
- Measuring the Effectiveness of Static Hedging Strategies for a Guaranteed Minimum Income Benefit (Q5168692) (← links)
- THE EFFICIENT COMPUTATION OF PRICES AND GREEKS FOR CALLABLE RANGE ACCRUALS USING THE DISPLACED-DIFFUSION LMM (Q5411985) (← links)
- (Q5504524) (← links)
- Truncation and acceleration of the Tian tree for the pricing of American put options (Q5745638) (← links)
- Experimental computation as an ontological game changer: the impact of modern mathematical computation tools on the ontology of mathematics (Q6599246) (← links)