Pages that link to "Item:Q5234297"

The following pages link to The stochastic collocation Monte Carlo sampler: highly efficient sampling from ‘expensive’ distributions (Q5234297):

Displayed 7 items.

• Sparse grid method for highly efficient computation of exposures for xVA (Q2168601) ‎ (← links)
• Monte Carlo Methods for Radiative Transfer with Singular Kernels (Q4568104) ‎ (← links)
• The collocating local volatility framework – a fresh look at efficient pricing with smile (Q5031708) ‎ (← links)
• BENCHOP – SLV: the BENCHmarking project in Option Pricing – Stochastic and Local Volatility problems (Q5031725) ‎ (← links)
• COLLOCATING VOLATILITY: A COMPETITIVE ALTERNATIVE TO STOCHASTIC LOCAL VOLATILITY MODELS (Q5148005) ‎ (← links)
• A Monte Carlo method for 3D radiative transfer equations with multifractional singular kernels (Q6107124) ‎ (← links)
• Analytical solvability and exact simulation in models with affine stochastic volatility and Lévy jumps (Q6146678) ‎ (← links)