Pages that link to "Item:Q5326133"
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The following pages link to A Global Adaptive Quasi-Monte Carlo Algorithm for Functions of Low Truncation Dimension Applied to Problems from Finance (Q5326133):
Displaying 5 items.
- High dimensional integration of kinks and jumps -- smoothing by preintegration (Q724506) (← links)
- An iterative algorithm to determine the number of time steps in path generation methods (Q2814080) (← links)
- Conditional Sampling for Barrier Option Pricing Under the Heston Model (Q2926217) (← links)
- Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕} (Q5082038) (← links)
- Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction (Q5738153) (← links)
