Pages that link to "Item:Q4969338"

The following pages link to A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters (Q4969338):

Displaying 17 items.

• Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation (Q1745943) (← links)
• On the optimal design of the randomized unbiased Monte Carlo estimators (Q2060580) (← links)
• Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo (Q2076930) (← links)
• Quasi-Monte Carlo simulation for American option sensitivities (Q2146323) (← links)
• Indirect inference with a non-smooth criterion function (Q2330740) (← links)
• Stochastic derivative estimation for max-stable random fields (Q2672077) (← links)
• (Q3386773) (← links)
• Efficient Sampling Allocation Procedures for Optimal Quantile Selection (Q4995067) (← links)
• A Stochastic Approximation Method for Simulation-Based Quantile Optimization (Q5060775) (← links)
• Computing Sensitivities for Distortion Risk Measures (Q5084612) (← links)
• A New Likelihood Ratio Method for Training Artificial Neural Networks (Q5084674) (← links)
• Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning (Q5087735) (← links)
• Technical Note—Central Limit Theorems for Estimated Functions at Estimated Points (Q5144780) (← links)
• Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling (Q5144802) (← links)
• Quasi-Monte Carlo-based conditional pathwise method for option Greeks (Q5215438) (← links)
• Gradient estimation for smooth stopping criteria (Q6043458) (← links)
• Copula sensitivity analysis for portfolio credit derivatives (Q6167430) (← links)