Minimum variance importance sampling<i>via</i>Population Monte Carlo (Q5429614): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2133420287 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptative Monte Carlo Method, A Variance Reduction Technique / rank
 
Normal rank
Property / cites work
 
Property / cites work: The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density / rank
 
Normal rank
Property / cites work
 
Property / cites work: A symmetrized Euler scheme for an efficient approximation of reflected diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference in hidden Markov models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Theory of the Term Structure of Interest Rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequential Monte Carlo Samplers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3134548 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of adaptive mixtures of importance sampling schemes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4433608 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monte-Carlo methods for the transport and diffusion equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4828566 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3198708 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3311717 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4828558 / rank
 
Normal rank

Latest revision as of 12:46, 27 June 2024

scientific article; zbMATH DE number 5216892
Language Label Description Also known as
English
Minimum variance importance sampling<i>via</i>Population Monte Carlo
scientific article; zbMATH DE number 5216892

    Statements

    Minimum variance importance sampling<i>via</i>Population Monte Carlo (English)
    0 references
    0 references
    0 references
    0 references
    30 November 2007
    0 references
    adaptivity
    0 references
    cox-ingersoll-Ross model
    0 references
    Euler scheme
    0 references
    importance sampling
    0 references
    mathematical finance
    0 references
    mixtures
    0 references
    moderate deviations
    0 references
    population Monte Carlo
    0 references
    variance reduction
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references