Pages that link to "Item:Q1599199"
From MaRDI portal
The following pages link to The Brownian bridge does not offer a consistent advantage in quasi-Monte Carlo integration (Q1599199):
Displayed 9 items.
- Quasi-Monte Carlo methods with applications in finance (Q964676) (← links)
- Parameterization based on randomized quasi-Monte Carlo methods (Q991136) (← links)
- On improving the least squares Monte Carlo option valuation method (Q1025618) (← links)
- The effective dimension and quasi-Monte Carlo integration (Q1869960) (← links)
- On the use of dimension reduction techniques in quasi-Monte Carlo methods (Q2389861) (← links)
- Searching for extensible Korobov rules (Q2465292) (← links)
- New Brownian bridge construction in quasi-Monte Carlo methods for computational finance (Q2483201) (← links)
- A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance (Q2507585) (← links)
- Quasi-Monte Carlo methods for the Kou model (Q5502856) (← links)