The following pages link to (Q4453513):
Displaying 14 items.
- Implementing quasi-Monte Carlo simulations with linear transformations (Q545523) (← links)
- Quasi-Monte Carlo methods with applications in finance (Q964676) (← 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)
- Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions (Q1643844) (← links)
- Valuing convertible bonds based on LSRQM method (Q2320730) (← links)
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? (Q2374362) (← links)
- New Brownian bridge construction in quasi-Monte Carlo methods for computational finance (Q2483201) (← links)
- ANOVA Decomposition of Convex Piecewise Linear Functions (Q2926240) (← links)
- The ANOVA decomposition of a non-smooth function of infinitely many variables can have every term smooth (Q2970103) (← links)
- Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model (Q5139245) (← links)
- Quasi-Monte Carlo-based conditional pathwise method for option Greeks (Q5215438) (← links)
- Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance (Q5856682) (← links)
- Preintegration via Active Subspace (Q5886240) (← links)
