Pages that link to "Item:Q2496505"
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The following pages link to Statistical Romberg extrapolation: a new variance reduction method and applications to option pricing (Q2496505):
Displayed 5 items.
- Infinite-dimensional quadrature and approximation of distributions (Q839653) (← links)
- On irregular functionals of SDEs and the Euler scheme (Q964680) (← links)
- Statistical Romberg extrapolation: a new variance reduction method and applications to option pricing (Q2496505) (← links)
- Numerical approximation of diffusions in \(\mathbb {R}^d\) using normal charts of a Riemannian manifold (Q2507672) (← links)
- An optimal control variance reduction method for density estimation (Q2518612) (← links)