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Polynomial chaos for simulating random volatilities

✍ Scribed by Roland Pulch; Cathrin van Emmerich

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Adaptive Generalized Polynomial Chaos fo

✍ Lucor, D.; Karniadakis, G. E. 📂 Article 📅 2004 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 684 KB

Polynomial Chaos for random fractional o

✍ González-Parra, Gilberto; Chen-Charpentier, Benito; Arenas, Abraham J. 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 434 KB

Generalized polynomial chaos and random

✍ D. Lucor; C.-H. Su; G. E. Karniadakis 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 564 KB

Polynomial Chaos for Random Field Coupli

✍ Manfredi, P.; Canavero, F.G. 📂 Article 📅 2012 🏛 IEEE 🌐 English ⚖ 458 KB

Error analysis of generalized polynomial

✍ Wenjie Shi; Chengjian Zhang 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 219 KB

Randomized Polynomial Lattice Rules for

✍ Lemieux, Christiane; L'Ecuyer, Pierre 📂 Article 📅 2003 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 284 KB