Pages that link to "Item:Q4917123"
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The following pages link to On Weak Approximation of Stochastic Differential Equations through Hard Bounds by Mathematical Programming (Q4917123):
Displaying 11 items.
- Explicit hard bounding functions for boundary value problems for elliptic partial differential equations (Q2006566) (← links)
- Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- Bounding Stationary Averages of Polynomial Diffusions via Semidefinite Programming (Q2953227) (← links)
- Solution Bounds for Elliptic Partial Differential Equations via Feynman-Kac Representation (Q3194569) (← links)
- Measuring Impact of Random Jumps Without Sample Path Generation (Q3452488) (← links)
- POLYNOMIAL BOUNDS FOR SOLUTIONS TO BOUNDARY VALUE AND OBSTACLE PROBLEMS WITH APPLICATIONS TO FINANCIAL DERIVATIVE PRICING (Q4601190) (← links)
- SMOOTH UPPER BOUNDS FOR THE PRICE FUNCTION OF AMERICAN STYLE OPTIONS (Q4608116) (← links)
- An Optimization Approach to Weak Approximation of Lévy-Driven Stochastic Differential Equations (Q4931165) (← links)
- Computable Primal and Dual Bounds for Stochastic Control (Q5139676) (← links)
- A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes (Q6647794) (← links)