Pages that link to "Item:Q5453554"
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The following pages link to Constructing Robust Good Lattice Rules for Computational Finance (Q5453554):
Displaying 5 items.
- Quasi-Monte Carlo methods with applications in finance (Q964676) (← links)
- Random weights, robust lattice rules and the geometry of the \(cbcrc\) algorithm (Q1938427) (← links)
- Primal–dual quasi-Monte Carlo simulation with dimension reduction for pricing American options (Q5139263) (← links)
- On Figures of Merit for Randomly-Shifted Lattice Rules (Q5326103) (← links)
- Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing (Q5740211) (← links)