Pages that link to "Item:Q5397417"
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The following pages link to Semi-closed form cubature and applications to financial diffusion models (Q5397417):
Displaying 16 items.
- A weak approximation with asymptotic expansion and multidimensional Malliavin weights (Q292908) (← links)
- Cubature on Wiener space: pathwise convergence (Q358624) (← links)
- On some properties of a trade closure widely used in numerical modelling (Q1277707) (← links)
- Weak approximation of SDEs for tempered distributions and applications (Q2165018) (← links)
- On the signature and cubature of the fractional Brownian motion for \(H > \frac{1}{2}\) (Q2301477) (← links)
- Spatial low-discrepancy sequences, spherical cone discrepancy, and applications in financial modeling (Q2345677) (← links)
- Asymptotics beats Monte Carlo: the case of correlated local vol baskets (Q2922151) (← links)
- Algebraic structure of vector fields in financial diffusion models and its applications (Q4555127) (← links)
- Dirichlet Forms and Finite Element Methods for the SABR Model (Q4579839) (← links)
- Construction of a Third-Order K-Scheme and Its Application to Financial Models (Q4607056) (← links)
- An Arbitrary High Order Weak Approximation of SDE and Malliavin Monte Carlo: Analysis of Probability Distribution Functions (Q4629328) (← links)
- A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing (Q4957242) (← links)
- Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles: practical applications of the KLNV-scheme (Q5014247) (← links)
- Short Communication: A Gaussian Kusuoka Approximation without Solving Random ODEs (Q5029930) (← links)
- The principle of not feeling the boundary for the SABR model (Q5234301) (← links)
- Total variation bound for Milstein scheme without iterated integrals (Q6073726) (← links)
