All Stories

  1. Stochastic mesh method for optimal stopping problems
  2. Options Pricing for Several Maturities in a Jump-Diffusion Model
  3. The Weighted Variance Minimization in Jump-Diffusion Stochastic Volatility Models
  4. The weighted variance minimization for options pricing
  5. The systematic error in the generations method for a kernel of mixed sign
  6. Monte Carlo Algorithms For Neumann Boundary Value Problem Using Fredholm Representation