Pages that link to "Item:Q3098327"

The following pages link to Sensitivity Estimates from Characteristic Functions (Q3098327):

Displaying 26 items.

• An exact method for the sensitivity analysis of systems simulated by rejection techniques (Q323427) (← links)
• Reverse sensitivity testing: what does it take to break the model? (Q1634305) (← links)
• Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation (Q1745943) (← links)
• On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes (Q1785463) (← links)
• Fourier transform MCMC, heavy-tailed distributions, and geometric ergodicity (Q1998313) (← links)
• Shot noise, weak convergence and diffusion approximations (Q2077868) (← links)
• Computation of Greeks in jump-diffusion models using discrete Malliavin calculus (Q2229106) (← links)
• On the data-driven COS method (Q2422825) (← links)
• Likelihood ratio gradient estimation for Meixner distribution and Lévy processes (Q2512758) (← links)
• Stochastic derivative estimation for max-stable random fields (Q2672077) (← links)
• General optimized lower and upper bounds for discrete and continuous arithmetic Asian options (Q2806817) (← links)
• Unbiased Simulation of Distributions with Explicitly Known Integral Transforms (Q2957032) (← links)
• (Q4218353) (← links)
• Gradient-based simulated maximum likelihood estimation for stochastic volatility models using characteristic functions (Q4554510) (← links)
• Sensitivity operator and approximate algorithm for parameter estimation (Q4726113) (← links)
• Exact simulation of Ornstein–Uhlenbeck tempered stable processes (Q4997193) (← links)
• Faster Kriging: Facing High-Dimensional Simulators (Q5130493) (← links)
• Efficient simulation of Lévy-driven point processes (Q5203972) (← links)
• Gradient-based simulated maximum likelihood estimation for Lévy-driven Ornstein–Uhlenbeck stochastic volatility models (Q5245899) (← links)
• A two-dimensional, two-sided Euler inversion algorithm with computable error bounds and its financial applications (Q5247114) (← links)
• SINH-ACCELERATION: EFFICIENT EVALUATION OF PROBABILITY DISTRIBUTIONS, OPTION PRICING, AND MONTE CARLO SIMULATIONS (Q5377002) (← links)
• Simulation of Tempered Stable Lévy Bridges and Its Applications (Q5740225) (← links)
• Multiple subordinated modeling of asset returns: Implications for option pricing (Q5861032) (← links)
• A fast Monte Carlo scheme for additive processes and option pricing (Q6134302) (← links)
• Analytical solvability and exact simulation in models with affine stochastic volatility and Lévy jumps (Q6146678) (← links)
• Spline local basis methods for nonparametric density estimation (Q6158228) (← links)