The following pages link to (Q4856469):
Displaying 50 items.
- Numerical maximum log likelihood estimation for generalized lambda distributions (Q92229) (← links)
- Minimax and Minimax Projection Designs Using Clustering (Q123949) (← links)
- On the efficient numerical solution of lattice systems with low-order couplings (Q312043) (← links)
- An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures (Q323335) (← links)
- Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy (Q398623) (← links)
- Accurate emulators for large-scale computer experiments (Q449978) (← links)
- A characterization of strong orthogonal arrays of strength three (Q464184) (← links)
- Quasi-Monte Carlo methods for lattice systems: a first look (Q525790) (← links)
- Consistency of Markov chain quasi-Monte Carlo on continuous state spaces (Q548531) (← links)
- Discrepancy behaviour in the non-asymptotic regime (Q596572) (← links)
- Computational investigations of scrambled Faure sequences (Q622175) (← links)
- Higher order scrambled digital nets achieve the optimal rate of the root mean square error for smooth integrands (Q638795) (← links)
- A construction of polynomial lattice rules with small gain coefficients (Q644778) (← links)
- Error trends in quasi-Monte Carlo integration (Q709518) (← links)
- Construction of interlaced scrambled polynomial lattice rules of arbitrary high order (Q887154) (← links)
- On integration methods based on scrambled nets of arbitrary size (Q890226) (← links)
- An irregular grid approach for pricing high-dimensional American options (Q952083) (← links)
- Randomized quasi-Monte Carlo methods in pricing securities (Q953725) (← links)
- Local antithetic sampling with scrambled nets (Q955143) (← links)
- Quasi-Monte Carlo methods with applications in finance (Q964676) (← links)
- Parameterization based on randomized quasi-Monte Carlo methods (Q991136) (← links)
- Scrambling Sobol' and Niederreiter-Xing points (Q1279911) (← links)
- Orthogonal hypercubes and related designs (Q1299084) (← links)
- Wrap-around \(L_2\)-discrepancy of random sampling Latin hypercube and uniform designs (Q1347847) (← links)
- The price of pessimism for multidimensional quadrature (Q1347848) (← links)
- Variations on \((0,s)\)-sequences (Q1347853) (← links)
- Integration and approximation based on scramble sampling in arbitrary dimensions (Q1347865) (← links)
- Scrambled net variance for integrals of smooth functions (Q1372846) (← links)
- Monte Carlo methods for security pricing (Q1391435) (← links)
- Pricing American-style securities using simulation (Q1391436) (← links)
- My dream quadrature rule (Q1402003) (← links)
- Some current issues in quasi-Monte Carlo methods (Q1402004) (← links)
- On the asymptotic distribution of scrambled net quadrature. (Q1434015) (← links)
- Applications of randomized low discrepancy sequences to the valuation of complex securities (Q1583155) (← links)
- The discrepancy and gain coefficients of scrambled digital nets. (Q1599197) (← links)
- Quasi-Monte Carlo point sets with small \(t\)-values and WAFOM (Q1643374) (← links)
- Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions (Q1643844) (← links)
- Designing combined physical and computer experiments to maximize prediction accuracy (Q1658172) (← links)
- Reliable error estimation for Sobol' indices (Q1704013) (← links)
- Convergence results for a class of time-varying simulated annealing algorithms (Q1743335) (← links)
- Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces (Q1772683) (← links)
- Decision-theoretic sensitivity analysis for reservoir development under uncertainty using multilevel quasi-Monte Carlo methods (Q1787647) (← links)
- The effective dimension and quasi-Monte Carlo integration (Q1869960) (← links)
- The distribution of the discrepancy of scrambled digital (\(t\),\(m\),\(s\))-nets (Q1873034) (← links)
- Random sampling from low-discrepancy sequences: applications to option pricing (Q1876780) (← links)
- Recycling physical random numbers (Q1952035) (← links)
- On the variance of quadrature over scrambled nets and sequences (Q1962204) (← links)
- Walsh functions, scrambled \(( 0 , m , s )\)-nets, and negative covariance: applying symbolic computation to quasi-Monte Carlo integration (Q1998371) (← links)
- Metamodeling of aircraft infrared signature dispersion (Q2006889) (← links)
- Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition (Q2016136) (← links)
