The following pages link to (Q5486567):
Displaying 7 items.
- A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method (Q964684) (← links)
- A new simulation scheme of diffusion processes: Application of the Kusuoka approximation to finance problems. (Q1873069) (← links)
- An approximation scheme for diffusion processes based on an antisymmetric calculus over Wiener space (Q2013298) (← links)
- An operator approach for Markov chain weak approximations with an application to infinite activity Lévy driven SDEs (Q2389602) (← links)
- Cubature Methods and Applications (Q2847839) (← links)
- Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators and discretization of the involved Ordinary Differential Equations (Q4606416) (← links)
- Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing (Q5740211) (← links)
