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- Date of Publication Type An efficient algorithm for accelerating Monte Carlo approximations of the solution to boundary value problems 2016-03-15 Paper...10 bytes (16 words) - 14:39, 6 October 2023
- Publication Date of Publication Type Acceleration of quasi-Monte Carlo approximations with applications in mathematical finance. 2003-12-03 Paper...10 bytes (18 words) - 14:42, 24 September 2023
- Paper Numerical approximation of conditional asymptotic variances using Monte Carlo simulation 2011-07-18 Paper Monte Carlo Approximations of the Quantiles...10 bytes (18 words) - 07:59, 12 December 2023
- Networks 2018-10-18 Paper Computational Complexity Analysis for Monte Carlo Approximations of Classically Scaled Population Processes 2018-10-15 Paper Conditions...10 bytes (18 words) - 01:12, 10 December 2023
- probabilistic linear solver based on a multilevel Monte Carlo method 2020-02-26 Paper A Monte Carlo method for computing the action of a matrix exponential...10 bytes (18 words) - 22:56, 9 December 2023
- Paper Numerical approximation of conditional asymptotic variances using Monte Carlo simulation 2011-07-18 Paper Monte Carlo Approximations of the Quantiles...10 bytes (16 words) - 06:46, 7 October 2023
- multi-dimensional exotic options 2015-12-18 Paper Monte Carlo approximations of the Neumann problem 2013-11-26 Paper New Monte Carlo schemes for simulating diffusions...10 bytes (16 words) - 12:08, 7 October 2023
- Paper Unbiased multi-index Monte Carlo 2018-05-03 Paper A note on random walks with absorbing barriers and sequential Monte Carlo methods 2018-05-03 Paper...10 bytes (19 words) - 02:41, 9 December 2023
- spaces via Monte Carlo methods 2018-07-27 Paper Monte Carlo methods for uniform approximation on periodic Sobolev spaces with mixed smoothness 2018-04-18...10 bytes (18 words) - 11:52, 7 October 2023
- 2016-10-24 Paper Multilevel Monte Carlo Approximation of Distribution Functions and Densities 2015-09-09 Paper Multilevel Monte Carlo methods 2015-06-08 Paper...10 bytes (19 words) - 15:35, 9 December 2023
- quasi-Monte Carlo for option pricing under the rough Bergomi model 2020-12-07 Paper Importance sampling for a robust and efficient multilevel Monte Carlo...10 bytes (17 words) - 02:00, 10 December 2023
- Type Adaptive tuning of Hamiltonian Monte Carlo within sequential Monte Carlo 2024-02-20 Paper Higher-Order Monte Carlo through Cubic Stratification 2024-02-15...10 bytes (16 words) - 20:46, 9 December 2023
- Quasi-Stationary Monte Carlo and The Scale Algorithm 2022-07-08 Paper Regeneration-enriched Markov processes with application to Monte Carlo 2021-11-04 Paper...10 bytes (19 words) - 09:38, 9 December 2023
- Paper The many-body Wigner Monte Carlo method for time-dependent ab-initio quantum simulations 2016-12-20 Paper A Wigner Monte Carlo approach to density functional...10 bytes (18 words) - 00:25, 11 December 2023
- Paper Theory and numerical approximations for a nonlinear 1 + 1 Dirac system 2013-08-14 Paper Monte Carlo Euler approximations of HJM term structure financial...10 bytes (18 words) - 08:56, 6 October 2023
- Particle Approximations to Optimal Filter Derivative 2021-03-11 Paper Controlled sequential Monte Carlo 2020-12-14 Paper Unbiased Markov chain Monte Carlo...10 bytes (17 words) - 19:04, 9 December 2023
- 2014-03-14 Paper Monte Carlo Euler approximations of HJM term structure financial models 2013-06-26 Paper Adaptive Multilevel Monte Carlo Simulation 2012-07-10...10 bytes (16 words) - 14:08, 7 October 2023
- -risk using the multi-level Monte Carlo method 2023-11-16 Paper Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent...10 bytes (17 words) - 15:21, 8 December 2023
- Paper Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems 2017-07-03 Paper Quasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing...10 bytes (17 words) - 14:54, 7 December 2023
- On the geometric ergodicity of Hamiltonian Monte Carlo 2019-09-25 Paper Control Functionals for Monte Carlo Integration 2019-05-09 Paper Convergence rates...10 bytes (18 words) - 17:49, 9 December 2023
