Pages that link to "Item:Q652449"
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The following pages link to On the tractability of the Brownian bridge algorithm (Q652449):
Displaying 8 items.
- Fast orthogonal transforms and generation of Brownian paths (Q413477) (← links)
- Liberating the weights (Q1888371) (← links)
- Random weights, robust lattice rules and the geometry of the \(cbcrc\) algorithm (Q1938427) (← links)
- New Brownian bridge construction in quasi-Monte Carlo methods for computational finance (Q2483201) (← links)
- An iterative algorithm to determine the number of time steps in path generation methods (Q2814080) (← links)
- QMC Galerkin Discretization of Parametric Operator Equations (Q2926242) (← links)
- Anchor Points Matter in ANOVA Decomposition (Q2998541) (← links)
- Calibration of financial models using quasi-Monte Carlo (Q3087042) (← links)