Pages that link to "Item:Q2662604"
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The following pages link to A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing (Q2662604):
Displaying 5 items.
- Polynomial chaos for simulating random volatilities (Q1037788) (← links)
- Polynomial chaos expansion approach to interest rate models (Q1657904) (← links)
- The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
- Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence (Q2245957) (← links)
- A polynomial scheme of asymptotic expansion for backward SDEs and option pricing (Q5001141) (← links)