The following pages link to sobol.cc (Q51726):
Displaying 18 items.
- 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)
- High-performance financial simulation using randomized quasi-Monte Carlo methods (Q4619507) (← links)
- Cubature Formulas for Multisymmetric Functions and Applications to Stochastic Partial Differential Equations (Q4636372) (← links)
- A Strong Law of Large Numbers for Scrambled Net Integration (Q4992613) (← links)
- Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling (Q5010235) (← links)
- Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles: practical applications of the KLNV-scheme (Q5014247) (← links)
- Construction-Free Median Quasi-Monte Carlo Rules for Function Spaces with Unspecified Smoothness and General Weights (Q5101012) (← links)
- Mean Dimension of Ridge Functions (Q5107207) (← 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)
- Computing Shapley Effects for Sensitivity Analysis (Q5158926) (← links)
- Quantification of Airfoil Geometry-Induced Aerodynamic Uncertainties---Comparison of Approaches (Q5269866) (← 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)
- Approximation methods for piecewise deterministic Markov processes and their costs (Q5743540) (← links)
- MOMENT APPROXIMATIONS OF DISPLACED FORWARD-LIBOR RATES WITH APPLICATION TO SWAPTIONS (Q5854313) (← links)
