Pages that link to "Item:Q1921098"
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The following pages link to Smoothness and dimension reduction in quasi-Monte Carlo methods (Q1921098):
Displaying 50 items.
- The acceptance-rejection method for low-discrepancy sequences (Q293509) (← links)
- On the efficient numerical solution of lattice systems with low-order couplings (Q312043) (← links)
- An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures (Q323335) (← links)
- Highly efficient numerical algorithm based on random trees for accelerating parallel Vlasov-Poisson simulations (Q340902) (← 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)
- Dimension-wise integration of high-dimensional functions with applications to finance (Q708311) (← links)
- Quasi-Monte Carlo methods with applications in finance (Q964676) (← links)
- Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance (Q1023106) (← links)
- On improving the least squares Monte Carlo option valuation method (Q1025618) (← links)
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals? (Q1265135) (← links)
- Monte Carlo methods for security pricing (Q1391435) (← links)
- Randomized Halton sequences (Q1591883) (← links)
- The Brownian bridge does not offer a consistent advantage in quasi-Monte Carlo integration (Q1599199) (← links)
- An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options (Q1634312) (← links)
- Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions (Q1643844) (← links)
- Importance sampling: intrinsic dimension and computational cost (Q1750255) (← links)
- The effective dimension and quasi-Monte Carlo integration (Q1869960) (← links)
- Improving the rejection sampling method in quasi-Monte Carlo methods (Q1970398) (← links)
- Non-uniform random sampling and reconstruction in signal spaces with finite rate of innovation (Q2023045) (← links)
- Quasi-Monte Carlo simulation for American option sensitivities (Q2146323) (← links)
- Optimising Poisson bridge constructions for variance reduction methods (Q2239250) (← links)
- High-dimensional integration on \(\mathbb{R}^d\), weighted Hermite spaces, and orthogonal transforms (Q2254682) (← links)
- Valuing convertible bonds based on LSRQM method (Q2320730) (← links)
- Quasi-Monte Carlo methods applied to tau-leaping in stochastic biological systems (Q2325567) (← links)
- Integration in Hermite spaces of analytic functions (Q2347959) (← links)
- Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
- Comparison of Sobol' sequences in financial applications (Q2417977) (← links)
- Smart sampling and incremental function learning for very large high dimensional data (Q2418181) (← links)
- Efficient Monte Carlo simulation for integral functionals of Brownian motion (Q2442860) (← links)
- Discrepancy bounds for deterministic acceptance-rejection samplers (Q2452111) (← links)
- Hybrid method for the chemical master equation (Q2462440) (← links)
- Low discrepancy sequences in high dimensions: how well are their projections distributed? (Q2479345) (← 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)
- Probabilistically induced domain decomposition methods for elliptic boundary-value problems (Q2568061) (← links)
- An iterative algorithm to determine the number of time steps in path generation methods (Q2814080) (← links)
- Numerical Computation of Multivariate Normal Probabilities Using Bivariate Conditioning (Q2957037) (← links)
- Discrepancy Estimates For Acceptance-Rejection Samplers Using Stratified Inputs (Q2957061) (← links)
- (Q3023654) (← links)
- Calibration of financial models using quasi-Monte Carlo (Q3087042) (← links)
- Mean Dimension of Ridge Functions (Q5107207) (← links)
- Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model (Q5139245) (← links)
- Primal–dual quasi-Monte Carlo simulation with dimension reduction for pricing American options (Q5139263) (← links)
- Markov Bridges, Bisection and Variance Reduction (Q5326098) (← 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)
- Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance (Q5856682) (← links)
- Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation (Q5860260) (← links)
- Preintegration via Active Subspace (Q5886240) (← links)
