手段 发表于 2025-3-27 00:08:00
Patrick Rössler,Artur Meinzoltulations or actual engineering applications. Readers will find illustrative demonstration examples on a range of industrial processes to study. Readers will find out the present deficiency and recent developments of the TLS parameter estimation fields, and learn from the the authors’ latest achievemfodlder 发表于 2025-3-27 02:59:44
http://reply.papertrans.cn/103/10293/1029297/1029297_32.png2否定 发表于 2025-3-27 08:26:15
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A Highly Efficient Numerical Method for the SABR Model some known issues of the implied volatility expression for small strike values are overcome. A generalization of this technique to the multiple time-step case has been presented in Leitao et al. (On an efficient multiple time-step Monte Carlo simulation of the SABR model 2016, submitted for publication. Available at SSRN: .).仇恨 发表于 2025-3-27 15:35:56
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