Pages that link to "Item:Q3196614"

The following pages link to On the Convergence Rate of Randomized Quasi--Monte Carlo for Discontinuous Functions (Q3196614):

Displaying 15 items.

• An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options (Q1634312) (← links)
• Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo (Q2076930) (← links)
• Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs (Q2235151) (← links)
• Quasi-Monte Carlo methods applied to tau-leaping in stochastic biological systems (Q2325567) (← links)
• Asymptotic normality of extensible grid sampling (Q2329748) (← links)
• Quasi-Monte Carlo for discontinuous integrands with singularities along the boundary of the unit cube (Q3177719) (← links)
• On the Error Rate of Conditional Quasi--Monte Carlo for Discontinuous Functions (Q4633796) (← links)
• A Strong Law of Large Numbers for Scrambled Net Integration (Q4992613) (← links)
• Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning (Q5087735) (← links)
• Mean Dimension of Ridge Functions (Q5107207) (← links)
• Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization (Q5117938) (← links)
• Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall (Q5131004) (← links)
• Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing (Q5740211) (← links)
• Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance (Q5856682) (← links)
• Extensible grid sampling for quantile estimation (Q6657190) (← links)