The following pages link to (Q4369767):
Displayed 22 items.
- Randomly shifted lattice rules for unbounded integrands (Q855892) (← links)
- On initial populations of a genetic algorithm for continuous optimization problems (Q878224) (← links)
- Randomized quasi-Monte Carlo methods in pricing securities (Q953725) (← links)
- Local antithetic sampling with scrambled nets (Q955143) (← links)
- Intermediate rank lattice rules and applications to finance (Q960285) (← links)
- Towards hybrid system modeling of uncertain complex dynamical systems (Q1003524) (← links)
- Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options (Q1022420) (← links)
- Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance (Q1023106) (← links)
- The price of pessimism for multidimensional quadrature (Q1347848) (← links)
- Monte Carlo methods for security pricing (Q1391435) (← links)
- Sufficient conditions for fast quasi-Monte Carlo convergence (Q1401997) (← 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)
- On the use of dimension reduction techniques in quasi-Monte Carlo methods (Q2389861) (← links)
- Exact sampling with highly uniform point sets (Q2473094) (← links)
- Low discrepancy sequences in high dimensions: how well are their projections distributed? (Q2479345) (← links)
- A stochastic programming model for asset liability management of a Finnish pension company (Q2480243) (← links)
- New Brownian bridge construction in quasi-Monte Carlo methods for computational finance (Q2483201) (← links)
- Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions (Q2489151) (← links)
- Good lattice rules in weighted Korobov spaces with general weights (Q2491143) (← links)
- Computation of optimal portfolios using simulation-based dimension reduction (Q2518536) (← links)
- The sparse structure of high-dimensional integrands (Q5946090) (← links)