The following pages link to Vassil St. Grozdanov (Q1907711):
Displayed 50 items.
- Multilevel Monte Carlo front-tracking for random scalar conservation laws (Q285286) (← links)
- Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas (Q340779) (← links)
- Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation (Q340795) (← links)
- Non-reversible Metropolis-Hastings (Q341139) (← links)
- A note on generating random variables with log-concave densities (Q433605) (← links)
- Quasi-Monte Carlo rules for numerical integration over the unit sphere \({\mathbb{S}^2}\) (Q443857) (← links)
- Random cubatures and quasi-Monte Carlo methods (Q500376) (← links)
- Estimation of arbitrary order central statistical moments by the multilevel Monte Carlo method (Q507012) (← links)
- Construction of quasi-Monte Carlo rules for multivariate integration in spaces of permutation-invariant functions (Q524414) (← links)
- (Q589411) (redirect page) (← links)
- Extremal lattices and the construction of lattice rules (Q620983) (← links)
- Higher order scrambled digital nets achieve the optimal rate of the root mean square error for smooth integrands (Q638795) (← links)
- A construction of polynomial lattice rules with small gain coefficients (Q644778) (← links)
- On the stability and ergodicity of adaptive scaling Metropolis algorithms (Q645599) (← links)
- A Wiener-Hopf Monte Carlo simulation technique for Lévy processes (Q657695) (← links)
- A sequential Monte Carlo approach to computing tail probabilities in stochastic models (Q657700) (← links)
- Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules (Q664602) (← links)
- Matrix balancing and robust Monte Carlo algorithm for evaluating dominant eigenpair (Q717786) (← links)
- On the valuation of interest rate products under multi-factor HJM term-structures (Q731956) (← links)
- Duality for digital sequences (Q731970) (← links)
- Generalized tractability for multivariate problems. II: Linear tensor product problems, linear information, and unrestricted tractability (Q839659) (← links)
- Randomly shifted lattice rules for unbounded integrands (Q855892) (← links)
- Exact cubature for a class of functions of maximum effective dimension (Q855894) (← links)
- The tent transformation can improve the convergence rate of quasi-Monte Carlo algorithms using digital nets (Q861659) (← links)
- On the ergodicity properties of some adaptive MCMC algorithms (Q862214) (← links)
- Generalized tractability for multivariate problems. I: Linear tensor product problems and linear information (Q883336) (← links)
- Numerical integration in log-Korobov and log-cosine spaces (Q907580) (← links)
- A fast algorithm for numerical solutions to Fortet's equation (Q939562) (← links)
- Optimization of the quasi-Monte Carlo algorithm for solving systems of linear algebraic equations (Q946046) (← links)
- Weighted Monte Carlo algorithms with branching corresponding member of the RAS (Q954187) (← links)
- Local antithetic sampling with scrambled nets (Q955143) (← links)
- Intermediate rank lattice rules and applications to finance (Q960285) (← links)
- Optimal importance sampling for the approximation of integrals (Q964918) (← links)
- Multi-level Monte Carlo algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\) (Q983180) (← links)
- Unconstrained recursive importance sampling (Q988764) (← links)
- Optimal consumption of the finite time horizon Ramsey problem (Q1029127) (← links)
- Minimax theorems for American options without time-consistency (Q1711726) (← links)
- The generalized and modified Halton sequences in Cantor bases (Q1757397) (← links)
- On the diaphony of one class of one-dimensional sequences (Q1907712) (← links)
- Point sets on the sphere \(\mathbb{S}^{2}\) with small spherical cap discrepancy (Q1930544) (← links)
- Optimal Monte Carlo integration with fixed relative precision (Q1931425) (← links)
- CVA and vulnerable options pricing by correlation expansions (Q2241073) (← links)
- The numerical solution of fractional Black-Scholes-Schrödinger equation using the RBFs method (Q2246515) (← links)
- Monte Carlo methods via a dual approach for some discrete time stochastic control problems (Q2264108) (← links)
- Comonotonic asset prices in arbitrage-free markets (Q2279857) (← links)
- Optimal importance sampling for Lévy processes (Q2289777) (← links)
- Bounds for \(L_p\)-discrepancies of point distributions in compact metric measure spaces (Q2309576) (← links)
- The optimal multi-period hedging model of currency futures and options with exponential utility (Q2332718) (← links)
- On the efficiency of pseudo-marginal random walk Metropolis algorithms (Q2338926) (← links)
- Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms (Q2341639) (← links)