Pages that link to "Item:Q4229428"

The following pages link to Generating Quasi-Random Paths for Stochastic Processes (Q4229428):

Displaying 17 items.

• How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? (Q413476) (← links)
• The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables (Q453289) (← links)
• On the tractability of the Brownian bridge algorithm (Q652449) (← links)
• Quasi-Monte Carlo methods with applications in finance (Q964676) (← links)
• Optimal prediction for Hamiltonian partial differential equations (Q1577039) (← links)
• Quadrature formulas for the Wiener measure (Q1578512) (← links)
• The Brownian bridge does not offer a consistent advantage in quasi-Monte Carlo integration (Q1599199) (← links)
• The effective dimension and quasi-Monte Carlo integration (Q1869960) (← links)
• Quasi-Monte Carlo method in population genetics parameter estimation (Q2229882) (← links)
• Valuing convertible bonds based on LSRQM method (Q2320730) (← links)
• Quasi-random numbers for copula models (Q2361476) (← links)
• Space-time adaptive finite difference method for European multi-asset options (Q2468901) (← links)
• New Brownian bridge construction in quasi-Monte Carlo methods for computational finance (Q2483201) (← links)
• Probabilistically induced domain decomposition methods for elliptic boundary-value problems (Q2568061) (← links)
• Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation (Q3600420) (← links)
• Brownian Path Generation and Polynomial Chaos (Q4958391) (← links)
• An algorithm for probabilistic solution of parabolic PDEs (Q5861989) (← links)