The following pages link to TOMS659 (Q22644):
Displaying 42 items.
- On the Implementation of Interior Point Decomposition Algorithms for Two-Stage Stochastic Conic Programs (Q3648533) (← links)
- (Q3813190) (← links)
- (Q4003879) (← links)
- The asymptotic efficiency of randomized nets for quadrature (Q4235517) (← links)
- A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation (Q4285941) (← links)
- Sensitivity measures,anova-like Techniques and the use of bootstrap (Q4347023) (← links)
- Sequences with low discrepancy and pseudo-random numbers:theoretical results and numerical tests (Q4347033) (← links)
- (Q4369767) (← links)
- Programs to generate Niederreiter's low-discrepancy sequences (Q4371724) (← links)
- Computational investigations of low-discrepancy sequences (Q4375506) (← links)
- (Q4422869) (← links)
- INTEGRATION WITH QUASIRANDOM SEQUENCES: NUMERICAL EXPERIENCE (Q4488315) (← 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)
- Exploiting Variance Reduction Potential in Local Gaussian Process Search (Q4639563) (← links)
- Implementation and tests of low-discrepancy sequences (Q4876078) (← links)
- Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences (Q4880907) (← links)
- Fast evaluation of some probability integrals arisen from the valuations of discretely monitored derivative securities (Q4921219) (← links)
- (Q4937715) (← 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)
- Numerical prediction of the influence of uncertain inflow conditions in pipes by polynomial chaos (Q5072572) (← links)
- Sample size calculations for hierarchical Poisson and zero-inflated Poisson regression models (Q5082583) (← 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)
- Overlapping Clustering Based Technique for Scalable Uncertainty Quantification in Physical Systems (Q5119631) (← links)
- Efficient maximin distance designs for experiments in mixtures (Q5127056) (← 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)
- Smooth supersaturated models (Q5219503) (← links)
- Monte Carlo Methods and Models in Finance and Insurance (Q5305333) (← links)
- Enumerating Quasi-Monte Carlo Point Sequences in Elementary Intervals (Q5326119) (← 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)
- High-dimensional integration: The quasi-Monte Carlo way (Q5419636) (← links)
- (Q5427432) (← links)
- Monte Carlo Methods for Applied Scientists (Q5445122) (← links)
- Algorithm 823 (Q5461052) (← links)
- Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products (Q5718216) (← links)
- Density-Controlled Sampling of Parametric Surfaces Using Adaptive Space-Filling Curves (Q5757329) (← links)
- MOMENT APPROXIMATIONS OF DISPLACED FORWARD-LIBOR RATES WITH APPLICATION TO SWAPTIONS (Q5854313) (← links)
