Pages that link to "Item:Q931375"
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The following pages link to Adaptive Monte Carlo variance reduction for Lévy processes with two-time-scale stochastic approximation (Q931375):
Displaying 11 items.
- A general control variate method for option pricing under Lévy processes (Q132360) (← links)
- Adaptive importance sampling Monte Carlo simulation for general multivariate probability laws (Q515795) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- Uncertainty quantification of stochastic simulation for black-box computer experiments (Q1739334) (← links)
- Adaptive importance sampling and control variates (Q2009326) (← links)
- Convergence rates for optimised adaptive importance samplers (Q2029096) (← links)
- Numerical inverse Lévy measure method for infinite shot noise series representation (Q2453198) (← links)
- A framework for adaptive Monte Carlo procedures (Q3168631) (← links)
- Optimizing Adaptive Importance Sampling by Stochastic Approximation (Q4584930) (← links)
- On Monte Carlo and Quasi-Monte Carlo Methods for Series Representation of Infinitely Divisible Laws (Q5326124) (← links)
- Acceleration on Adaptive Importance Sampling with Sample Average Approximation (Q5350440) (← links)
