Pages that link to "Item:Q433903"
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The following pages link to A new extrapolation method for weak approximation schemes with applications (Q433903):
Displaying 10 items.
- Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators (Q308405) (← links)
- A generic construction for high order approximation schemes of semigroups using random grids (Q2049919) (← links)
- Monte Carlo construction of cubature on Wiener space (Q2135546) (← links)
- Optimal simulation schemes for Lévy driven stochastic differential equations (Q3189423) (← links)
- Improved local approximation for multidimensional diffusions: The G-rates (Q3386926) (← links)
- On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter (Q3451723) (← links)
- Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators and discretization of the involved Ordinary Differential Equations (Q4606416) (← links)
- Construction of a Third-Order K-Scheme and Its Application to Financial Models (Q4607056) (← links)
- Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles: practical applications of the KLNV-scheme (Q5014247) (← links)
- Higher-order Discretization Methods of Forward-backward SDEs Using KLNV-scheme and Their Applications to XVA Pricing (Q5241903) (← links)
