Pages that link to "Item:Q3559131"
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The following pages link to Practical Variance Reduction via Regression for Simulating Diffusions (Q3559131):
Displayed 8 items.
- Sensitivities for Bermudan options by regression methods (Q604677) (← links)
- Computing ergodic limits for Langevin equations (Q885910) (← links)
- Variance reduction for discretised diffusions via regression (Q1674395) (← links)
- Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies (Q1994388) (← links)
- Stratified regression-based variance reduction approach for weak approximation schemes (Q1996942) (← links)
- Solving parabolic stochastic partial differential equations via averaging over characteristics (Q3055189) (← links)
- Monte Carlo methods for backward equations in nonlinear filtering (Q3625647) (← links)
- Truncated control variates for weak approximation schemes (Q4606417) (← links)