Pages that link to "Item:Q3005813"
From MaRDI portal
The following pages link to Weak and strong Taylor methods for numerical solutions of stochastic differential equations (Q3005813):
Displaying 14 items.
- A systematic derivation of stochastic Taylor methods for stochastic delay differential equations (Q360935) (← links)
- Taylor schemes for rough differential equations and fractional diffusions (Q727475) (← links)
- Smart expansion and fast calibration for jump diffusions (Q964692) (← links)
- Pricing discrete barrier options under stochastic volatility (Q1929151) (← links)
- Pricing discretely monitored barrier options: when Malliavin calculus expansions meet Hilbert transforms (Q2246590) (← links)
- The affine LIBOR models (Q2851558) (← links)
- Note on an extension of an asymptotic expansion scheme (Q2853382) (← links)
- High weak order methods for stochastic differential equations based on modified equations (Q2909289) (← links)
- On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model (Q3449446) (← links)
- General Asymptotics of Wiener Functionals and Application to Implied Volatilities (Q4560330) (← links)
- Asymptotic Expansion Approach in Finance (Q4560338) (← links)
- A Multiple Curve Lévy Swap Market Model (Q4994676) (← links)
- General Full Implicit Strong Taylor Approximations for Stiff Stochastic Differential Equations (Q5079566) (← links)
- On the approximations of solutions to stochastic differential equations under polynomial condition (Q5084993) (← links)
