Variance Reduction Methods for Simulation of Densities on Wiener Space
Year of publication: |
2002
|
---|---|
Authors: | Kohatsu-Higa, Arturo ; Pettersson, Roger |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Simulation |
Description of contents: | Abstract [papers.ssrn.com] |
-
An overreaction implementation of the coherent market hypothesis and option pricing
Schöbel, Rainer, (2006)
-
Compensator-based simulation of correlated defaults
Giesecke, Kay, (2002)
-
Silva, Paulo Pereira da, (2014)
- More ...
-
Variance reduction methods for simulation of densities on Wiener space
Kohatsu-Higa, Arturo, (2002)
-
Variance reduction methods for simulation of densities on Wiener space
Kohatsu, Arturo, (2002)
-
Projection scheme for stochastic differential equations with convex constraints
Pettersson, Roger, (2000)
- More ...