The following pages link to Xiaoqun Wang (Q188875):
Displayed 50 items.
- An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures (Q323335) (← links)
- How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? (Q413476) (← links)
- (Q1591882) (redirect page) (← links)
- Randomized Halton sequences (Q1591883) (← links)
- A new measure of irregularity of distribution and quasi-Monte Carlo methods for global optimization (Q1609128) (← links)
- An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options (Q1634312) (← links)
- Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions (Q1643844) (← links)
- The effective dimension and quasi-Monte Carlo integration (Q1869960) (← links)
- A constructive approach to strong tractability using quasi-Monte Carlo algorithms (Q1872630) (← links)
- Finite-order weights imply tractability of multivariate integration (Q1883584) (← links)
- Liberating the weights (Q1888371) (← links)
- Random invariant cubature formulas (Q1921671) (← links)
- Quasi-Monte Carlo integration of characteristic functions and the rejection sampling method (Q1961781) (← links)
- Improving the rejection sampling method in quasi-Monte Carlo methods (Q1970398) (← links)
- Quasi-Monte Carlo simulation for American option sensitivities (Q2146323) (← links)
- Low discrepancy sequences in high dimensions: how well are their projections distributed? (Q2479345) (← links)
- New Brownian bridge construction in quasi-Monte Carlo methods for computational finance (Q2483201) (← links)
- Good lattice rules in weighted Korobov spaces with general weights (Q2491143) (← links)
- (Q2712640) (← links)
- (Q2712641) (← links)
- (Q2735102) (← links)
- (Q2735104) (← links)
- Good Path Generation Methods in Quasi-Monte Carlo for Pricing Financial Derivatives (Q2875011) (← links)
- Enhancing Quasi-Monte Carlo Methods by Exploiting Additive Approximation for Problems in Finance (Q2882790) (← links)
- Dimension Reduction Techniques in Quasi-Monte Carlo Methods for Option Pricing (Q2901081) (← links)
- Quasi-Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction (Q3013920) (← links)
- The error bounds and tractability of quasi-Monte Carlo algorithms in infinite dimension (Q3147179) (← links)
- On the Convergence Rate of Randomized Quasi--Monte Carlo for Discontinuous Functions (Q3196614) (← links)
- On the Effects of Dimension Reduction Techniques on Some High-Dimensional Problems in Finance (Q3392044) (← links)
- (Q4516700) (← links)
- On Korobov Lattice Rules in Weighted Spaces (Q4653931) (← links)
- (Q4783067) (← links)
- Strong tractability of multivariate integration using quasi–Monte Carlo algorithms (Q4794645) (← links)
- Unbiased MLMC-based Variational Bayes for Likelihood-Free Inference (Q5088790) (← links)
- Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall (Q5131004) (← links)
- Primal–dual quasi-Monte Carlo simulation with dimension reduction for pricing American options (Q5139263) (← links)
- Quasi-Monte Carlo-based conditional pathwise method for option Greeks (Q5215438) (← links)
- Application of the t-Adaptive Density Matrix Renormalization Group Method to the Quantum Frenkel-Kontorova Model (Q5430090) (← links)
- Brownian bridge and principal component analysis: towards removing the curse of dimensionality (Q5436483) (← links)
- Constructing Robust Good Lattice Rules for Computational Finance (Q5453554) (← links)
- Efficient Weighted Lattice Rules with Applications to Finance (Q5470443) (← links)
- Why Are High-Dimensional Finance Problems Often of Low Effective Dimension? (Q5693192) (← links)
- Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction (Q5738153) (← links)
- Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing (Q5740211) (← links)
- Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance (Q5856682) (← links)
- On the Error Rate of Importance Sampling with Randomized Quasi-Monte Carlo (Q5886241) (← links)
- On generalized invariant cubature formulae (Q5937192) (← links)
- Variance reduction techniques and quasi-Monte Carlo methods (Q5946106) (← links)
- Convergence Analysis of a Quasi-Monte CarloBased Deep Learning Algorithm for Solving Partial Differential Equations (Q6151262) (← links)
- An integrated quasi-Monte Carlo method for handling high dimensional problems with discontinuities in financial engineering (Q6291037) (← links)