Pages that link to "Item:Q4560338"
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The following pages link to Asymptotic Expansion Approach in Finance (Q4560338):
Displaying 11 items.
- Derivatives pricing with market impact and limit order book (Q1678624) (← links)
- High order weak approximation for irregular functionals of time-inhomogeneous SDEs (Q2040466) (← links)
- Time-inhomogeneous Gaussian stochastic volatility models: large deviations and super roughness (Q2048130) (← links)
- A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for deep BSDE solver (Q2133701) (← links)
- Acceleration of automatic differentiation of solutions to parabolic partial differential equations: a higher order discretization (Q2220742) (← links)
- Matched asymptotic expansions in financial engineering (Q2501093) (← links)
- An Arbitrary High Order Weak Approximation of SDE and Malliavin Monte Carlo: Analysis of Probability Distribution Functions (Q4629328) (← links)
- A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing (Q4957242) (← links)
- Asymptotic expansion for forward-backward SDEs with jumps (Q5086422) (← links)
- Second Order Discretization of Bismut--Elworthy--Li Formula: Application to Sensitivity Analysis (Q5228352) (← links)
- New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion (Q6628953) (← links)
