Pages that link to "Item:Q3013920"

The following pages link to Quasi-Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction (Q3013920):

Displaying 26 items.

• Sensitivity analysis: a review of recent advances (Q320799) (← links)
• How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? (Q413476) (← links)
• Fast orthogonal transforms and generation of Brownian paths (Q413477) (← links)
• General multilevel Monte Carlo methods for pricing discretely monitored Asian options (Q2023956) (← links)
• Three kinds of discrete approximations of statistical multivariate distributions and their applications (Q2062779) (← links)
• Screening: from tornado diagrams to effective dimensions (Q2079432) (← links)
• On the effective dimension and multilevel Monte Carlo (Q2157920) (← links)
• Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs (Q2235151) (← links)
• High-dimensional integration on \(\mathbb{R}^d\), weighted Hermite spaces, and orthogonal transforms (Q2254682) (← links)
• Spatial low-discrepancy sequences, spherical cone discrepancy, and applications in financial modeling (Q2345677) (← links)
• Integration in Hermite spaces of analytic functions (Q2347959) (← links)
• Quasi-Monte Carlo methods for linear two-stage stochastic programming problems (Q2349126) (← links)
• Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? (Q2374362) (← links)
• Scrambled geometric net integration over general product spaces (Q2397747) (← links)
• Efficient Monte Carlo simulation for integral functionals of Brownian motion (Q2442860) (← links)
• Control variates and conditional Monte Carlo for basket and Asian options (Q2443219) (← links)
• An iterative algorithm to determine the number of time steps in path generation methods (Q2814080) (← links)
• ANOVA Decomposition of Convex Piecewise Linear Functions (Q2926240) (← links)
• Quasi-Monte Carlo for discontinuous integrands with singularities along the boundary of the unit cube (Q3177719) (← links)
• Quasi-Monte Carlo for an Integrand with a Singularity Along a Diagonal in the Square (Q4611796) (← links)
• Ian Sloan and Lattice Rules (Q4611826) (← links)
• On the Error Rate of Conditional Quasi--Monte Carlo for Discontinuous Functions (Q4633796) (← links)
• Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization (Q5117938) (← links)
• A Global Adaptive Quasi-Monte Carlo Algorithm for Functions of Low Truncation Dimension Applied to Problems from Finance (Q5326133) (← links)
• Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing (Q5740211) (← links)
• Statistical arbitrage: factor investing approach (Q6201542) (← links)