July 02, 2020 article Hierarchical Approximation Methods for Option Pricing and Stochastic Reaction Networks OpenAlex Authors 0 Author list not loaded yet. Cited by 4 stored of 4 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Automated importance sampling via optimal control for stochastic reaction networks: A Markovian projection–based approach 2024 Journal of Computational and Applied Mathematics article Economics, Econometrics and Finance Stochastic processes and financial applications Open access 2 citations Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing 2022 Quantitative Finance article Economics, Econometrics and Finance Stochastic processes and financial applications Open access 9 citations Optimal Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks 2021 arXiv (Cornell University) preprint Economics, Econometrics and Finance Stochastic processes and financial applications Open access 0 citations Learning-Based Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks 2021 arXiv (Cornell University) preprint Mathematics Markov Chains and Monte Carlo Methods Open access 0 citations 4 results References 0