Pages that link to "Item:Q2363532"
From MaRDI portal
The following pages link to A new method for solving Kolmogorov equations in mathematical finance (Q2363532):
Displaying 7 items.
- A new simulation scheme of diffusion processes: Application of the Kusuoka approximation to finance problems. (Q1873069) (← links)
- Multilayer heat equations: application to finance (Q2170292) (← links)
- Mesh-free error integration in arbitrary dimensions: a numerical study of discrepancy functions (Q2236181) (← links)
- Analysis and computation of probability density functions for a 1-D impulsively controlled diffusion process (Q2418705) (← links)
- The forward Kolmogorov equation for two dimensional options (Q2518232) (← links)
- (Q5702829) (← links)
- A class of mesh-free algorithms for some problems arising in finance and machine learning (Q6101663) (← links)