Pages that link to "Item:Q4319753"
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The following pages link to On the Convergence Rates of IPA and FDC Derivative Estimators (Q4319753):
Displaying 25 items.
- An adaptive zero-variance importance sampling approximation for static network dependability evaluation (Q336964) (← links)
- Robust design optimization by polynomial dimensional decomposition (Q382035) (← links)
- Gradient estimation using Lagrange interpolation polynomials (Q927219) (← links)
- Prices and sensitivities of Asian options: A survey (Q939350) (← links)
- Pricing American Asian options with higher moments in the underlying distribution (Q953394) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- Monte Carlo methods for security pricing (Q1391435) (← links)
- Malliavin calculus applied to finance (Q1859758) (← links)
- Quasi-Monte Carlo simulation for American option sensitivities (Q2146323) (← links)
- Stochastic sensitivity analysis using HDMR and score function (Q2268047) (← links)
- Extremum estimation and numerical derivatives (Q2354853) (← links)
- Pricing and risk of swing contracts in natural gas markets (Q2418428) (← links)
- Kernel estimation of Greek weights by parameter randomization (Q2467608) (← links)
- A stochastic quasi-Newton method for simulation response optimization (Q2491766) (← links)
- Double Kernel Estimation of Sensitivities (Q3182432) (← links)
- Two-point methods for assessing variability in simulation output (Q4212975) (← links)
- Local Vega Index and Variance Reduction Methods (Q4409039) (← links)
- Monte Carlo Evaluation of Greeks for Multidimensional Barrier and Lookback Options (Q4409040) (← links)
- Optimal investment under dynamic risk constraints and partial information (Q4911229) (← links)
- Functional Estimation for a Multicomponent Age Replacement Model (Q4935524) (← links)
- A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters (Q4969338) (← links)
- Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning (Q5087735) (← links)
- SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS (Q5369445) (← links)
- Stochastic sensitivity analysis using preconditioning approach (Q5405982) (← links)
- Gradient estimation for smooth stopping criteria (Q6043458) (← links)
