Pages that link to "Item:Q5738153"

The following pages link to Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction (Q5738153):

Displaying 10 items.

• High dimensional integration of kinks and jumps -- smoothing by preintegration (Q724506) (← links)
• An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options (Q1634312) (← links)
• Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions (Q1643844) (← links)
• On the Error Rate of Conditional Quasi--Monte Carlo for Discontinuous Functions (Q4633796) (← links)
• Brownian Path Generation and Polynomial Chaos (Q4958391) (← links)
• Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕} (Q5082038) (← links)
• Quasi-Monte Carlo-based conditional pathwise method for option Greeks (Q5215438) (← links)
• Analysis of Preintegration Followed by Quasi–Monte Carlo Integration for Distribution Functions and Densities (Q5886221) (← links)
• Multilevel Monte Carlo with numerical smoothing for robust and efficient computation of probabilities and densities (Q6498605) (← links)
• Conditional quasi-Monte Carlo with constrained active subspaces (Q6623714) (← links)