Pages that link to "Item:Q1869960"
From MaRDI portal
The following pages link to The effective dimension and quasi-Monte Carlo integration (Q1869960):
Displaying 50 items.
- An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures (Q323335) (← links)
- How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? (Q413476) (← links)
- Orthogonal arrays for estimating global sensitivity indices of non-parametric models based on ANOVA high-dimensional model representation (Q419288) (← links)
- Tractability using periodized generalized Faure sequences (Q478997) (← links)
- Quasi-Monte Carlo methods for lattice systems: a first look (Q525790) (← links)
- Implementing quasi-Monte Carlo simulations with linear transformations (Q545523) (← links)
- On ANOVA expansions and strategies for choosing the anchor point (Q613264) (← links)
- Computational investigations of scrambled Faure sequences (Q622175) (← links)
- Dimension-wise integration of high-dimensional functions with applications to finance (Q708311) (← links)
- Error trends in quasi-Monte Carlo integration (Q709518) (← links)
- Normal variance mixtures: distribution, density and parameter estimation (Q830505) (← links)
- Multi-element probabilistic collocation method in high dimensions (Q846580) (← links)
- Randomly shifted lattice rules for unbounded integrands (Q855892) (← links)
- Complexity and effective dimension of discrete Lévy areas (Q883328) (← links)
- Quasi-Monte Carlo for highly structured generalised response models (Q931378) (← links)
- Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance (Q1023106) (← links)
- Polynomial-time algorithms for multivariate linear problems with finite-order weights: Average case setting (Q1029550) (← links)
- Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions (Q1643844) (← links)
- Truncation dimension for linear problems on multivariate function spaces (Q1717593) (← links)
- Constrained Bayesian optimization with noisy experiments (Q1738149) (← links)
- Finite-order weights imply tractability of linear multivariate problems (Q1881675) (← links)
- Finite-order weights imply tractability of multivariate integration (Q1883584) (← links)
- Liberating the weights (Q1888371) (← links)
- Automatic control variates for option pricing using neural networks (Q2040464) (← links)
- Quasi-Monte Carlo method in population genetics parameter estimation (Q2229882) (← links)
- Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs (Q2235151) (← links)
- Optimal space-filling design for symmetrical global sensitivity analysis of complex black-box models (Q2240294) (← links)
- The new scramble for Faure sequence based on irrational numbers (Q2247660) (← links)
- \( \varepsilon \)-superposition and truncation dimensions in average and probabilistic settings for \(\infty \)-variate linear problems (Q2303418) (← links)
- A computational investigation of the optimal Halton sequence in QMC applications (Q2335713) (← links)
- Quasi-Monte Carlo methods for linear two-stage stochastic programming problems (Q2349126) (← links)
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? (Q2374362) (← links)
- On the use of dimension reduction techniques in quasi-Monte Carlo methods (Q2389861) (← links)
- Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
- Small superposition dimension and active set construction for multivariate integration under modest error demand (Q2402423) (← links)
- Comparison of Sobol' sequences in financial applications (Q2417977) (← links)
- Efficient Monte Carlo simulation for integral functionals of Brownian motion (Q2442860) (← links)
- Low discrepancy sequences in high dimensions: how well are their projections distributed? (Q2479345) (← links)
- New Brownian bridge construction in quasi-Monte Carlo methods for computational finance (Q2483201) (← links)
- Variance reduction in sample approximations of stochastic programs (Q2487848) (← links)
- Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions (Q2489151) (← links)
- Good lattice rules in weighted Korobov spaces with general weights (Q2491143) (← links)
- Computation of optimal portfolios using simulation-based dimension reduction (Q2518536) (← links)
- On the optimal Halton sequence (Q2573888) (← links)
- Single-index importance sampling with stratification (Q2684956) (← links)
- Automatic evaluations of cross-derivatives (Q2862529) (← links)
- ANOVA Decomposition of Convex Piecewise Linear Functions (Q2926240) (← links)
- Anchor Points Matter in ANOVA Decomposition (Q2998541) (← links)
- A delta-method technique in the wavelet domain to determine statistical quantities of the response of electromagnetic devices with uncertain parameters (Q3015387) (← links)
- A multivariate fast discrete Walsh transform with an application to function interpolation (Q3055160) (← links)
