Pages that link to "Item:Q3392044"

The following pages link to On the Effects of Dimension Reduction Techniques on Some High-Dimensional Problems in Finance (Q3392044):

Displaying 18 items.

• Elicitation of multiattribute value functions through high dimensional model representations: monotonicity and interactions (Q319807) (← links)
• Sensitivity analysis: a review of recent advances (Q320799) (← links)
• Stochastic covariance and dimension reduction in the pricing of basket options (Q345719) (← links)
• How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? (Q413476) (← links)
• Functional ANOVA, ultramodularity and monotonicity: applications in multiattribute utility theory (Q531462) (← links)
• Dimension-wise integration of high-dimensional functions with applications to finance (Q708311) (← links)
• Quasi-Monte Carlo methods with applications in finance (Q964676) (← links)
• Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions (Q1643844) (← links)
• Screening: from tornado diagrams to effective dimensions (Q2079432) (← links)
• Quasi-Monte Carlo simulation for American option sensitivities (Q2146323) (← links)
• Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods (Q2212159) (← links)
• Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? (Q2374362) (← links)
• Efficient Monte Carlo simulation for integral functionals of Brownian motion (Q2442860) (← links)
• Fourier based methods for the management of complex life insurance products (Q2665862) (← links)
• Single-index importance sampling with stratification (Q2684956) (← links)
• Functional ANOVA with Multiple Distributions: Implications for the Sensitivity Analysis of Computer Experiments (Q4636378) (← links)
• Primal–dual quasi-Monte Carlo simulation with dimension reduction for pricing American options (Q5139263) (← links)
• Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing (Q5740211) (← links)