The following pages link to (Q4453523):
Displaying 4 items.
- Monte Carlo algorithms for evaluating Sobol' sensitivity indices (Q622172) (← links)
- Robust adaptive numerical integration of irregular functions with applications to basket and other multi-dimensional exotic options (Q898624) (← links)
- Tensor-train numerical integration of multivariate functions with singularities (Q2046409) (← links)
- A Global Adaptive Quasi-Monte Carlo Algorithm for Functions of Low Truncation Dimension Applied to Problems from Finance (Q5326133) (← links)