Pages that link to "Item:Q3823581"

The following pages link to Monte carlo evaluation of functionals of solutions of stochastic differential equations. variance reduction and numerical examples (Q3823581):

Displayed 12 items.

• A survey of numerical methods for stochastic differential equations (Q914251) ‎ (← links)
• Simulated maximum likelihood in nonlinear continuous-discrete state space models: importance sampling by approximate smoothing (Q1424631) ‎ (← links)
• Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions (Q1769777) ‎ (← links)
• The Euler scheme with irregular coefficients (Q1872290) ‎ (← links)
• Simultaneous time and chance discretization for stochastic differential equations (Q1899957) ‎ (← links)
• Second order probabilistic parametrix method for unbiased simulation of stochastic differential equations (Q2196378) ‎ (← links)
• Simulation of jump diffusions and the pricing of options (Q2518535) ‎ (← links)
• Monte Carlo construction of hedging strategies against multi-asset European claims (Q3148777) ‎ (← links)
• Nonlinear continuous-discrete filtering using kernel density estimatesand functional integrals (Q4409372) ‎ (← links)
• Speeding Up MCMC by Efficient Data Subsampling (Q5231510) ‎ (← links)
• Exact retrospective Monte Carlo computation of arithmetic average Asian options (Q5421246) ‎ (← links)
• Appraising the convenience of a call-based dynamical hedging strategy for an oil-company (Q6064214) ‎ (← links)