The following pages link to Remark on algorithm 659 (Q5461048):
Displaying 49 items.
- TOMS659 (Q22644) (← links)
- sobol.cc (Q51726) (← links)
- Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods (Q273346) (← links)
- Numerical quadrature for high-dimensional singular integrals over parallelotopes (Q316195) (← links)
- Topographical global initialization for finding all solutions of nonlinear systems with constraints (Q343685) (← links)
- Quasi-Monte Carlo rules for numerical integration over the unit sphere \({\mathbb{S}^2}\) (Q443857) (← links)
- Quasi-Monte Carlo methods for lattice systems: a first look (Q525790) (← links)
- A novel particle swarm niching technique based on extensive vector operations (Q601034) (← links)
- Using an iterative linear solver in an interior-point method for generating support vector machines (Q616790) (← links)
- A construction of polynomial lattice rules with small gain coefficients (Q644778) (← links)
- Practical identifiability and uncertainty quantification of a pulsatile cardiovascular model (Q669033) (← links)
- Quasi-random integration in high dimensions (Q868094) (← links)
- Quasi-Monte Carlo for highly structured generalised response models (Q931378) (← links)
- Generating inverse Gaussian random variates by approximation (Q961817) (← links)
- Quasi-Monte Carlo methods with applications in finance (Q964676) (← links)
- Testing the topographical global initialization strategy in the framework of an unconstrained optimization method (Q1653270) (← links)
- A compound trend renewal model for medical/professional liabilities (Q1689025) (← links)
- Support points (Q1991669) (← links)
- Implementing de-biased estimators using mixed sequences (Q2026640) (← links)
- A multi-element non-intrusive polynomial chaos method using agglomerative clustering based on the derivatives to study irregular and discontinuous quantities of interest (Q2106992) (← links)
- Multiscale modelling and material design of woven textiles using Gaussian processes (Q2115411) (← links)
- Modelling genetic networks with noisy and varied experimental data: the circadian clock in \textit{Arabidopsis thaliana} (Q2193151) (← links)
- Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs (Q2235151) (← links)
- Optimal \(N\)-point configurations on the sphere: ``magic'' numbers and Smale's 7th problem (Q2254910) (← links)
- A computational investigation of the optimal Halton sequence in QMC applications (Q2335713) (← links)
- Quasi-Monte Carlo methods for linear two-stage stochastic programming problems (Q2349126) (← links)
- Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces (Q2351489) (← links)
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? (Q2374362) (← links)
- Comparison of Sobol' sequences in financial applications (Q2417977) (← links)
- Optimization of high-order diagonally-implicit Runge-Kutta methods (Q2425263) (← links)
- Monte Carlo and quasi-Monte Carlo methods for Dempster's rule of combination (Q2671754) (← links)
- Irreducible Sobol’ sequences in prime power bases (Q2804252) (← links)
- Quasi-Monte Carlo Image Synthesis in a Nutshell (Q2926216) (← links)
- Parallel quasirandom number generations for heterogeneous computing environments (Q3612792) (← links)
- An efficient implementation of a least squares Monte Carlo method for valuing American-style options (Q3636738) (← links)
- EFFICIENT LONG-DATED SWAPTION VOLATILITY APPROXIMATION IN THE FORWARD-LIBOR MODEL (Q4571699) (← links)
- Construction of a Third-Order K-Scheme and Its Application to Financial Models (Q4607056) (← links)
- Cubature Formulas for Multisymmetric Functions and Applications to Stochastic Partial Differential Equations (Q4636372) (← links)
- Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles: practical applications of the KLNV-scheme (Q5014247) (← links)
- Population Quasi-Monte Carlo (Q5057081) (← links)
- Construction-Free Median Quasi-Monte Carlo Rules for Function Spaces with Unspecified Smoothness and General Weights (Q5101012) (← links)
- Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization (Q5117938) (← links)
- Optimization of the Direction Numbers of the Sobol Sequences (Q5119102) (← links)
- Simulated maximum likelihood estimation in joint models for multiple longitudinal markers and recurrent events of multiple types, in the presence of a terminal event (Q5138745) (← links)
- SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS (Q5369445) (← links)
- An improved NSGA-II based control allocation optimisation for aircraft longitudinal automatic landing system (Q5382588) (← links)
- MOMENT APPROXIMATIONS OF DISPLACED FORWARD-LIBOR RATES WITH APPLICATION TO SWAPTIONS (Q5854313) (← links)
- Stable approximation of Helmholtz solutions in the disk by evanescent plane waves (Q6141035) (← links)
- Isovolumetric adaptations to space-filling design of experiments (Q6173800) (← links)
