The following pages link to (Q3426055):
Displaying 13 items.
- The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables (Q453289) (← links)
- Accelerating numerical solution of stochastic differential equations with CUDA (Q615026) (← links)
- A conditional distribution approach to uniform sampling on spheres and balls in \(L_{p}\) spaces (Q715501) (← links)
- PDE formulation of some SABR/LIBOR market models and its numerical solution with a sparse grid combination technique (Q1732425) (← links)
- Radial basis functions with application to finance: American put option under jump diffusion (Q1931063) (← links)
- A general method of computing mixed Poisson probabilities by Monte Carlo sampling (Q1997914) (← links)
- Least squares polynomial chaos expansion: a review of sampling strategies (Q2310855) (← links)
- Simulation of jump diffusions and the pricing of options (Q2518535) (← links)
- Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
- Bounded Relative Error Importance Sampling and Rare Event Simulation (Q3569722) (← links)
- Revisiting the Edge, Ten Years On (Q3585268) (← links)
- NEARLY EXACT OPTION PRICE SIMULATION USING CHARACTERISTIC FUNCTIONS (Q4902542) (← links)
- Antithetic and Negatively Associated Random Variables and Function Maximization (Q5302472) (← links)
