Pages that link to "Item:Q1674395"
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The following pages link to Variance reduction for discretised diffusions via regression (Q1674395):
Displayed 8 items.
- Variance reduction in Monte Carlo estimators via empirical variance minimization (Q1709870) (← links)
- Higher-order error estimates of the discrete-time Clark-Ocone formula (Q2100007) (← links)
- Variance reduction for additive functionals of Markov chains via martingale representations (Q2114045) (← links)
- Regression-Based Complexity Reduction of the Nested Monte Carlo Methods (Q4579837) (← links)
- Truncated control variates for weak approximation schemes (Q4606417) (← links)
- Higher-order deep solver of non-linear PDEs implied by a non-linear discrete Clark-Ocone formula (Q5047111) (← links)
- Unbiased Deep Solvers for Linear Parametric PDEs (Q5093244) (← links)
- Approximation of Stochastic Volterra Equations with kernels of completely monotone type (Q6140843) (← links)