Works matching IS 09492984 AND DT 2009 AND VI 13 AND IP 3
Results: 7
Editorial.
- Published in:
- 2009
- By:
- Publication type:
- Editorial
Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff.
- Published in:
- Finance & Stochastics, 2009, v. 13, n. 3, p. 403, doi. 10.1007/s00780-009-0092-1
- By:
- Publication type:
- Article
Adjoint-based Monte Carlo calibration of financial market models.
- Published in:
- Finance & Stochastics, 2009, v. 13, n. 3, p. 351, doi. 10.1007/s00780-009-0097-9
- By:
- Publication type:
- Article
Quasi-Monte Carlo methods with applications in finance.
- Published in:
- Finance & Stochastics, 2009, v. 13, n. 3, p. 307, doi. 10.1007/s00780-009-0095-y
- By:
- Publication type:
- Article
A new higher-order weak approximation scheme for stochastic differential equations and the Runge–Kutta method.
- Published in:
- Finance & Stochastics, 2009, v. 13, n. 3, p. 415, doi. 10.1007/s00780-009-0101-4
- By:
- Publication type:
- Article
On irregular functionals of SDEs and the Euler scheme.
- Published in:
- Finance & Stochastics, 2009, v. 13, n. 3, p. 381, doi. 10.1007/s00780-009-0099-7
- By:
- Publication type:
- Article
Basket CDS pricing with interacting intensities.
- Published in:
- Finance & Stochastics, 2009, v. 13, n. 3, p. 445, doi. 10.1007/s00780-009-0091-2
- By:
- Publication type:
- Article