Pages that link to "Item:Q5742499"

The following pages link to Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method (Q5742499):

Displaying 8 items.

• Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems (Q2076899) (← links)
• Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
• Pricing of vulnerable options under hybrid stochastic and local volatility (Q2137228) (← links)
• Calibration to FX triangles of the 4/2 model under the benchmark approach (Q2145688) (← links)
• A new class of multidimensional Wishart-based hybrid models (Q2145697) (← links)
• The calibration of stochastic local-volatility models: an inverse problem perspective (Q2204027) (← links)
• Calibration of local volatility model with stochastic interest rates by efficient numerical PDE methods (Q2292056) (← links)
• Calibration of local‐stochastic volatility models by optimal transport (Q6054403) (← links)