Pages that link to "Item:Q4635155"
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The following pages link to Random variate generation by numerical inversion when only the density is known (Q4635155):
Displaying 10 items.
- A general control variate method for option pricing under Lévy processes (Q132360) (← links)
- Generating generalized inverse Gaussian random variates by fast inversion (Q452560) (← links)
- \(t\)-Copula generation for control variates (Q622215) (← links)
- Adaptive sampling-based quadrature rules for efficient Bayesian prediction (Q782004) (← links)
- Generating generalized inverse Gaussian random variates (Q892803) (← links)
- Simulation of Student-Lévy processes using series representations (Q1729303) (← links)
- Comparison of low discrepancy mesh methods for pricing Bermudan options under a Lévy process (Q2229844) (← links)
- Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
- Efficient randomized quasi-Monte Carlo methods for portfolio market risk (Q2404543) (← links)
- Numerical inverse Lévy measure method for infinite shot noise series representation (Q2453198) (← links)
