Pages that link to "Item:Q964678"
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The following pages link to Adjoint-based Monte Carlo calibration of financial methods (Q964678):
Displaying 9 items.
- Adjoint-based Monte Carlo calibration of financial methods (Q964678) (← links)
- Regula falsi based automatic regularization method for PDE constrained optimization (Q1757343) (← links)
- Efficient calibration of the Hull White model (Q2864616) (← links)
- Calibration of financial models using quasi-Monte Carlo (Q3087042) (← links)
- Randomized Sketching Algorithms for Low-Memory Dynamic Optimization (Q4989933) (← links)
- Short communication: Monte Carlo expected wealth and risk measure trade-off portfolio optimization (Q6557366) (← links)
- SDYN-GANs: adversarial learning methods for multistep generative models for general order stochastic dynamics (Q6639347) (← links)
- Adjoint-based calibration of nonlinear stochastic differential equations (Q6642493) (← links)
- 15 years of Adjoint Algorithmic Differentiation (AAD) in finance (Q6657706) (← links)