Pages that link to "Item:Q1599199"

The following pages link to The Brownian bridge does not offer a consistent advantage in quasi-Monte Carlo integration (Q1599199):

Displaying 31 items.

• 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)
• Implementing quasi-Monte Carlo simulations with linear transformations (Q545523) (← links)
• Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform? (Q552152) (← links)
• On the tractability of the Brownian bridge algorithm (Q652449) (← links)
• Quasi-Monte Carlo methods with applications in finance (Q964676) (← links)
• Parameterization based on randomized quasi-Monte Carlo methods (Q991136) (← links)
• On improving the least squares Monte Carlo option valuation method (Q1025618) (← links)
• Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions (Q1643844) (← links)
• The effective dimension and quasi-Monte Carlo integration (Q1869960) (← links)
• Pricing and hedging Asian basket options with quasi-Monte Carlo simulations (Q1945610) (← links)
• High-dimensional integration on \(\mathbb{R}^d\), weighted Hermite spaces, and orthogonal transforms (Q2254682) (← 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)
• On the use of dimension reduction techniques in quasi-Monte Carlo methods (Q2389861) (← links)
• Comparison of Sobol' sequences in financial applications (Q2417977) (← links)
• Searching for extensible Korobov rules (Q2465292) (← links)
• New Brownian bridge construction in quasi-Monte Carlo methods for computational finance (Q2483201) (← links)
• A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance (Q2507585) (← 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)
• CONVENIENT MULTIPLE DIRECTIONS OF STRATIFICATION (Q3100993) (← links)
• Brownian Path Generation and Polynomial Chaos (Q4958391) (← links)
• Quasi-Monte Carlo-based conditional pathwise method for option Greeks (Q5215438) (← links)
• A Global Adaptive Quasi-Monte Carlo Algorithm for Functions of Low Truncation Dimension Applied to Problems from Finance (Q5326133) (← links)
• Quasi-Monte Carlo methods for the Kou model (Q5502856) (← links)
• Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction (Q5738153) (← links)
• Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing (Q5740211) (← links)
• Preintegration via Active Subspace (Q5886240) (← links)
• Conditional quasi-Monte Carlo with constrained active subspaces (Q6623714) (← links)