Pages that link to "Item:Q2976034"
From MaRDI portal
The following pages link to Quasi-Monte Carlo for finance applications (Q2976034):
Displaying 24 items.
- How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? (Q413476) (← links)
- A smooth estimator for MC/QMC methods in finance (Q622177) (← links)
- Randomized quasi-Monte Carlo methods in pricing securities (Q953725) (← links)
- Quasi-Monte Carlo methods with applications in finance (Q964676) (← links)
- Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions (Q1643844) (← links)
- Time series simulation with quasi-Monte-Carlo methods (Q1812108) (← links)
- Toeplitz Monte Carlo (Q2029071) (← links)
- Three kinds of discrete approximations of statistical multivariate distributions and their applications (Q2062779) (← links)
- A parallel dynamic asynchronous framework for uncertainty quantification by hierarchical Monte Carlo algorithms (Q2233963) (← links)
- Fast CBC construction of randomly shifted lattice rules achieving \(\mathcal{O}(n^{- 1 + \delta})\) convergence for unbounded integrands over \(\mathbb{R}^s\) in weighted spaces with POD weights (Q2251914) (← links)
- Efficient randomized quasi-Monte Carlo methods for portfolio market risk (Q2404543) (← links)
- Quantum speedup of Monte Carlo integration with respect to the number of dimensions and its application to finance (Q2690258) (← links)
- Quasi-Monte Carlo methods for financial applications. (Q2760089) (← links)
- Quasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond (Q2895760) (← links)
- Conditional Sampling for Barrier Option Pricing Under the Heston Model (Q2926217) (← links)
- Quasi-Monte Carlo for finance beyond Black--Scholes (Q2976081) (← links)
- Calibration of financial models using quasi-Monte Carlo (Q3087042) (← links)
- Monte Carlo Computation in Finance (Q3405423) (← links)
- Quasi-Monte Carlo Methods in Numerical Finance (Q4363657) (← links)
- Ian Sloan and Lattice Rules (Q4611826) (← links)
- Fast QMC Matrix-Vector Multiplication (Q5254809) (← links)
- A Global Adaptive Quasi-Monte Carlo Algorithm for Functions of Low Truncation Dimension Applied to Problems from Finance (Q5326133) (← links)
- Finance with Monte Carlo (Q5327416) (← links)
- Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance (Q5856682) (← links)
