The following pages link to Jan Baldeaux (Q544119):
Displaying 21 items.
- Construction algorithms for higher order polynomial lattice rules (Q544121) (← links)
- Duality theory and propagation rules for higher order nets (Q626792) (← links)
- A construction of polynomial lattice rules with small gain coefficients (Q644778) (← links)
- Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules (Q664602) (← links)
- QMC rules of arbitrary high order: Reproducing kernel Hilbert space approach (Q843729) (← links)
- On the approximation of smooth functions using generalized digital nets (Q1049399) (← links)
- Functionals of multidimensional diffusions with applications to finance (Q1956383) (← links)
- Credit derivative evaluation and CVA under the benchmark approach (Q2013322) (← links)
- Computing Functionals of Square Root and Wishart Processes Under the Benchmark Approach via Exact Simulation (Q2926208) (← links)
- Quasi-Monte Carlo for finance beyond Black--Scholes (Q2976081) (← links)
- (Q3083190) (← links)
- EXACT SIMULATION OF THE 3/2 MODEL (Q3166709) (← links)
- Equidistribution Properties of Generalized Nets and Sequences (Q3405444) (← links)
- Static Replication of Forward-Start Claims and Realized Variance Swaps (Q3565101) (← links)
- Consistent Modelling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model (Q4586033) (← links)
- Quasi-Monte Carlo methods for derivatives on realised variance of an index under the benchmark approach (Q4639250) (← links)
- A Hybrid Model for Pricing and Hedging of Long-dated Bonds (Q4682485) (← links)
- Optimal Randomized Multilevel Algorithms for Infinite-Dimensional Integration on Function Spaces with ANOVA-Type Decomposition (Q5254131) (← links)
- Scrambled Polynomial Lattice Rules for Infinite-Dimensional Integration (Q5326108) (← links)
- A tractable model for indices approximating the growth optimal portfolio (Q5404067) (← links)
- Quasi-Monte Carlo methods for the Kou model (Q5502856) (← links)
