Pages that link to "Item:Q2479345"

The following pages link to Low discrepancy sequences in high dimensions: how well are their projections distributed? (Q2479345):

Displaying 11 items.

• How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? (Q413476) (← links)
• A novel family of weighted-Newton optimal eighth order methods with dynamics (Q725379) (← links)
• Quasi-Monte Carlo methods with applications in finance (Q964676) (← links)
• The effective dimension and quasi-Monte Carlo integration (Q1869960) (← links)
• Least squares polynomial chaos expansion: a review of sampling strategies (Q2310855) (← links)
• Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets (Q2349093) (← links)
• Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? (Q2374362) (← links)
• (Q4558177) (← links)
• Primal–dual quasi-Monte Carlo simulation with dimension reduction for pricing American options (Q5139263) (← links)
• Latin Hypercube Sampling and Fibonacci Based Lattice Method Comparison for Computation of Multidimensional Integrals (Q5274962) (← links)
• Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing (Q5740211) (← links)