Pages that link to "Item:Q4320758"
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The following pages link to Variance Reduction for Simulated Diffusions (Q4320758):
Displaying 29 items.
- Adaptive importance sampling for control and inference (Q290478) (← links)
- Reduced basis techniques for stochastic problems (Q358488) (← links)
- Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations (Q516010) (← links)
- Interpolation and approximation in \(L_{2}(\gamma )\) (Q868825) (← links)
- Estimation of failure probabilities of linear dynamic systems by importance sampling (Q949162) (← links)
- Simulation of diffusions by means of importance sampling paradigm (Q990386) (← links)
- Variance reduction for discretised diffusions via regression (Q1674395) (← links)
- Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics (Q1686588) (← links)
- Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions (Q1769777) (← links)
- Variance reduction for simulated diffusions using control variates extracted from state space evaluations (Q1861991) (← links)
- The Euler scheme with irregular coefficients (Q1872290) (← links)
- The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function (Q1908538) (← links)
- Stratified regression-based variance reduction approach for weak approximation schemes (Q1996942) (← links)
- A regression-based Monte Carlo method to solve backward stochastic differential equations (Q2572405) (← links)
- Solving parabolic stochastic partial differential equations via averaging over characteristics (Q3055189) (← links)
- A HYBRID ASYMPTOTIC EXPANSION SCHEME: AN APPLICATION TO LONG-TERM CURRENCY OPTIONS (Q3067160) (← links)
- Monte Carlo construction of hedging strategies against multi-asset European claims (Q3148777) (← links)
- Fast strong approximation Monte Carlo schemes for stochastic volatility models (Q3437409) (← links)
- Some Numerical Methods for Rare Events Simulation and Analysis (Q4567931) (← links)
- A Micro-Macro Acceleration Method for the Monte Carlo Simulation of Stochastic Differential Equations (Q4594904) (← links)
- Truncated control variates for weak approximation schemes (Q4606417) (← links)
- Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models (Q4610269) (← links)
- Variance reduction for Monte Carlo simulation in a stochastic volatility environment (Q4646767) (← links)
- A variance reduction technique based on integral representations (Q4646798) (← links)
- Unbiased Deep Solvers for Linear Parametric PDEs (Q5093244) (← links)
- Importance Sampling for Backward SDEs (Q5305278) (← links)
- Options Pricing for Several Maturities in a Jump-Diffusion Model (Q5326118) (← links)
- Importance sampling for McKean-Vlasov SDEs (Q6106020) (← links)
- Double-loop importance sampling for McKean-Vlasov stochastic differential equation (Q6643237) (← links)
