Pages that link to "Item:Q1018129"
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The following pages link to A mixed PDE/Monte-Carlo method for stochastic volatility models (Q1018129):
Displaying 9 items.
- Mixing Monte-Carlo and partial differential equations for pricing options (Q1951209) (← links)
- Pricing options under stochastic volatility jump model: a stable adaptive scheme (Q2273036) (← links)
- Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance (Q4682492) (← links)
- A finite volume–alternating direction implicit method for the valuation of American options under the Heston model (Q5030557) (← links)
- Isogeometric analysis in option pricing (Q5031706) (← links)
- Mixing LSMC and PDE Methods to Price Bermudan Options (Q5112723) (← links)
- Pricing of vanilla and first-generation exotic options in the local stochastic volatility framework: survey and new results (Q5247272) (← links)
- Monotone methods in counterparty risk models with nonlinear Black-Scholes-type equations (Q6055837) (← links)
- Multilevel Monte Carlo simulation for the Heston stochastic volatility model (Q6144993) (← links)
